I just locked my ´01 VW Golf with the keys inside, any tips?

get off the computer and do something about it.

break the window

are the windows completely up?
If you force one down a little and put a piece of wire through perhaps you can have a loop at the other end and pull the lock up, I did it before.
It might take a little hooking it up but it can be done.
Apart from that, once I took the windscreen off, it is also very easy, just use lots of oil.
To put it back in you need to use a rope to feed the rubber out.

call your local police for assistance. Or call AAA.

get a tennis ball, and put a hole the size of a key on the ball.

position the hole against the lock and inflate the ball as fast as possible and the lock sure pop open.