Exhaust gas getting into the coolant

Hi, I've recently sold my MK2 and bought a MK3. I'm having issues with the exhaust gas getting into the coolant. I need to find out what is causing this. Is it likely to be the EGR or something more serious like a blown head gasket or a crack in the block?

I've only had this car for 5 weeks so am looking to approach the dealer I bought it from. They only gave a 30 day warranty. They already had it in for a week and were supposed to repair this but they haven't done it.