Heater Control Valve Replacement

Does anybody have any experience in replacing a heater control valve for a 2004 Jetta? My car's vents only blow hot, and I checked the cables and saw that the control arm was disconnected. I tried to put the cylinder piece back in and had some luck, but I can't get it to sit tightly in there and it keeps falling out. Also, it still wont change the temperature coming out of the vents. I assume that something broke on the inside piece that the cylinder connected to.
If someone could talk me through fixing it, or if it is too complicated, give me a rough estimate on a repair price, I'd really appreciate it!
Thanks!
https://www.youtube.com/watch?v=cKgKzThsZTM
Here is an example of what mine kind of looks like, but mine is way more loose.
If someone could talk me through fixing it, or if it is too complicated, give me a rough estimate on a repair price, I'd really appreciate it!
Thanks!

Here is an example of what mine kind of looks like, but mine is way more loose.
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