Volkswagen Pat brake question?

I have a 2002 Volkswagen Pat and recently there has been a warning message on the display cluster that says STOP in all cap letters and then followed by Flashing Brake Fault Service Manual. The BRAKE light that comes on when the emergency brake also flashes. I have had to set my emergency brake alot here lately and it has been very cold and snowy weather where I live. The car rides kind of like im riding the brakes. Could this be my Emergency break stuck or would it be something else? I know that it is a serious problem that I need to get fixed fast but is it going to be very expensive