I'm not sure on the specs. of the 2006 A4... as long as it is using an Audi Symphony stereo you could be okay.
It's a question you might ask over at audiSRS ( http://audisrs.com ), there are a few people there that have PhatNoise systems and they may be able to guide you better about specific head-units that work.
You'll need to replace the long cable from the PhatBox to the BlitzSafe adapter and also remove that adapter from the car harness.
Then you need the appropriate VW / Audi harness and you're all set to proceed as VorTechS says below.
In terms of the box, though ... you can buy any version of the PhatBox (or Kenwood Music Keg) and as long as you have the correct connector cable all you need to do is update the box with the appropriate firmware (which you can do with the DMS tools - http://forum.phathack.com/index.php/topic,1641.0.html ).
This isn't 100% true. Some boxes bring out more signals than others. For example, a Kenwood Keg 710 won't work in a Toyota because some signals are missing on the Keg / Phatbox edge connector. Some will require some fiddling - the BMW Phatbox has separate power and RCA outs on the case as well as the normal audio in the cable. This is for the optional DSP adapter. Some cars (again, using the BMW as an example) need both the Phatbox cable and a 3rd-party addon with Phatnoise mods (the Blitzsafe adapter), and possibly a DSP adapter as well. The Ford unit is a different kettle of fish altogether - while it works the same, internally it is quite different and not compatible with the other box versions. The GM infotainment system based on the Phatbox is also different, though I don't personally know a lot about it.
