Quick link: HVAC vacuum diagram
The black thing is a vacuum reservoir for the A/C system since the system works via vacuum pressure rather than via cables. In conjunction with the check valve, the reservoir retains vacuum in the HVAC system so that the vent flaps remain open under periods of low engine vacuum. A/C cars have 3 vent flaps to operate (separately or in combination with each other depending on the setting), compared to non-A/C cars' 1 vent flap.
Only Cold/Fresh Air is Coming out of Side Vents
That's how the system was designed. See above. To modify the side vents to output heated air, see the DIY Guide link in the menu.
No Air out of Center Vent
No Heated Air out of Center Vent
Only Heated Air out of Center Vent
Cars with Air Conditioning:
Please download the HVAC Guide for complete explanations.
Cars without Air Conditioning:
The Fan Works on Only 1 or 2 Settings, or Does Not Work at All
The fan motor is worn out, the fan switch is faulty, wires are faulty, or the resistor is faulty. Consult the Bentley Service Manual for repair information. Also see this thread and/or this thread on VWvortex for further information.
Blower Fan Does not Work on Speed 4
Even though A/C was an option, in the United States non-A/C Cabriolets are more rare than A/C-equipped Cabriolets. On the flip side, air conditioning was a very expensive option outside the States and, in most instances, not really necessary.
All of that being said, if anyone in the USA requires A/C but has found a fabulous Cabriolet to buy without A/C, keep looking. Swapping A/C into a non-A/C car just simply isn't worth the expense or the trouble. If you already own a Cabriolet and want to install A/C, look into all of your options. Anything is possible, as the saying goes, but installing A/C is a somewhat complicated endeavor.