This past weekend, I finished (successfully) installing a BMW Phatbox in a car with the DSP sound system.
The Phatbox, I bought used on Ebay. It came with a Blitzsafe adapter that converts the power and audio signal cables for the BMW sound system to the DIN connector coming off the back of the Phatbox. For the DSP sound system, you only need to connect the smaller 3(?) pin connector for power and changer control. The audio signal cable is not used.
Phatnoise sells the DSP adapter kit that includes what you need for hooking up to a DSP system but I found it to be a bit pricey for what you get. Basically, it includes a Radio Shack analog-to-digital converter (RS Part# 15-1242) and a couple of cables; one to connect to the coaxial digital input on the DSP amp and the other to pull power off the round connector on the Phatbox which powers the A/D converter.
For $30, I bought the A/D converter and for another $10 in parts, was able to build the cables I need. The DSP amp has on it what I've seen called a 'Mini Coax' or 'MCX' connector. (not 100% sure as to the exact term, though) Power for the A/D converter is drawn from the top two pins on the round connector at the back of the Phatbox. I had to improvise a bit to plug into this connector, using the plug from the wall wart that came with the A/D converter. The converter is listed as running on a 9v power supply, but seems to be happy with the 12 volts coming off the back of the Phatbox.
Right now, I have it mounted in the side compartment of the trunk where the OEM CD changer would normally reside and it's been working fine.