The DIY for the sat radio install is HORRIBLE, and completely wrong - this link should be removed and forever stricken.
I posted better DIY in a thread a while back both for sat radio and for the Symphony II to Symphony II+ conversion. ENJOY - I hope you can add them to the thread.
DIY for Symphony II to a Symphony II+
With the proper harness from euro parts (symphony II to symphony II+ (specify with or without Bose, it matters)), the diversity antenna adapter (a must have for good radio reception), and the removal rings you will be all set.
1. Insert keys - pull to remove the old unit, disconnect all wires.
2. Connect the euro parts harness to connections in dash before connecting to unit, it's easier - (you will have one unused plug on your harness which is for the phone (I assume you probably don't have the phone hookup) so nothing gets plugged in there.
3. Take the diversity antenna connector from the old unit (tan square with a pink clip on it) - remove the small pink clip and remove the tan plastic housing so you are down to the metal connector on the wire. Insert this wire into the empty space on your diversity antenna adapter by removing the pink clip on the diversity antenna adapter and inserting the wire and then putting the pink clip back in.
4. Connect the "cable tv" looking antenna cable to the other side of the diversity/antenna adapter.
5. Plug in the square block harness adapter to the unit and lock it in using the built-in lever.
6..Plug in the diversity antenna adapter to the unit.
7. Ease the unit back into the dash, pushing the harness and extra wires out of the way. TEST THE UNIT and be prepared to enter your key code - make sure it unlocks.
8. If everything works, push unit the rest of the way into the dash. Hopefully hear 4 clicks as each corner locks into place.
*PS - No need to disconnect the battery for this swap - some threads say to disconnect.
*PPS - Some people are having problems with the OEM iPod adapter after this swap. I don't have an iPod adapter and thus had no trouble. Some have suggested that if you have the iPod adapter that you SHOULD disconnect the battery to avoid a problem here. I can't confirm or deny this information.
OEM Satellite Radio Install - DIY
I added the newest revision of the XM module to my car - I purchased the receiver on here on the forums.
The install is very easy.
1. Once you have the receiver all you have to do is go to the left side of the trunk, open the cubby door, and pull out the tray, it looks like rectangle block with two screwdriver pry sections on the bottom. Take a cloth over a screwdriver and pry open (opens like a drawer). Pull it all the way out.
2. If you stick your hand way back there (and to the right) you will find the harnesses for the XM and/or Sirius radio (you will feel them and see them when you pull toward you). The wires will be folded back on themselves and zip tied by the factory to keep them out of the way and from bouncing around (you will know what I mean when you see it). Carefully cut the zip tie and remove any foam that might be covering the plastic harnesses.
3. Slide Sat receiver into tray/drawer and secure with screws (you may have the screws) or secure with double sided tape on the tray.
4. Slide the drawer back into the slots on the cubby. You are now done in the trunk. YAY!
5. Go and test your sat button - If it works - great - but more than likely it will still say "No Sat Radio" or something to that effect. If it does not work you have one more important step.
6. Go here: http://audi.barrystuff.com/s4/satRad...sat_canBus.pdf
You have to switch the CAN BUS connection near the passenger foot well - Don't be intimidated - this is a peace of cake. Don't be afraid to pull straight up on the plastic molding. Removing the CAN BUS connector is tricky - I fought with the dang thing for over 20 minutes before I was able to sneak it out. It has some kind of clip on it to release it and I couldn't figure it out for a while, then it just popped out on me. So, if anyone has a trick on this (besides playing around with it for 20 minutes) feel free to post. Really - it's easy. Once this connection is switched - see photos and directions in PDF, you are done and you just have to call Sirius or XM to set up.
One more thing - look at this website (link below) for "photo help" but know that this dude is a complete idiot because he didn't realize that the black rectangle is a tray that pulls out. Audi would never design a radio install that would require the dumb ass shit that he did in this DIY. You can see the "rectangle" drawer in his photos, apparently he never realized that the "drawer" was his access, not removing the entire side of the trunk wall. But again, his photos provide some reference to what I have inserted above. You don't need his tools or anything, so forget the rest, really.
I hope this helps you guys (and girls).
***One more thing - If you have not yet purchased a receiver you can call your local Audi dealer to ask which sat radio modules will work with your vehicle - he gave me 4 different part numbers for mine. 2 for XM and 2 for Sirius - the original and then a newer part number for the revision (much like our many revisions of diverter valves) - In this case the newer part (the revised part number) will allow you to connect your sat radio to the Navigation Plus system if you ever decide to upgrade to the Navigation Plus system, whereas I don't think the older revision will work with NAV, but it will work with all other units. Enjoy