Another Audi owner... lol. You will need to do some modification to the 20 Pin connector on the back of the Symphony II if you are using Satellite Radio... Pins 18-20 are shared by both the harness I speak of below and the XM/Sirius tuner
Where are you looking at installing the phatbox? If you are going to do it in the GloveBox (recommended, especially if you are not prewired for a CD changer mounted in the trunk...
If you are going to do the glovebox install all you need is a $30 cable from the Audi Dealer Part Number is 8E0-051-592 (at least that is the part number I used for my B6 S4)... If that part number does not work for you, tell them you are looking for the CD Changer Harness for the Glovebox CD Changer...
If you are prewired for the Trunk CD Changer... Try clairparts.com, ecstuning.com or genuineaudiparts.com