I installed my PB in my 2006 (B7) Audi A4. The car had a factory glovebox changer. I Removed the PB's aluminum portion of the case and mounted the center portion where the factory changer was previously located. It had the rectangular plug, not the round one, so I used a VW cable. It works fine.
You may need to obtain the wiring harness from the PB's cable to the radio if your car doesnt have a factory changer, but the radio definatly supports it. The A4/S4 use the same radios.
It was quite an easy install. Yours might be a bit more difficult if you need to run the extra cable. But it DEFINATLY can be done.
My car also has Sirius radio, and they both work fine together