It can, but unless you have a ramp or are willing to take the entire front of the car off, its not easy, its also very heavy on your own.
Good news is if it is a cable change box you have, the 02a is a straight swap, so flywheel/clutch, driveshafts and mounts should be exactly the same.
The mk3 golf tdi box gives you around 2400rpm at 70mph (i'm guessing you want to lower motorway rpms?) and I dont't think this changed on the o2a or o2j models, my Leon 110 did the same rpm.
You will probably want to up the fuel a bit though to run this gearing though as the tdis have a lot more torque at lower revs.
Incidentally I have a gearbox for sale for £50 (also a vr6 clutch for £30 should you plan on upping the power a lot)