You can use a line output converter (LOC) There is an adapter that wires into the back of the radio but it does the exact thing. The Audi/Vw RCA adapter does take a bit of work - you need to remove the pins from the stock harness and plug in the RCA adapters.
My issue was I could never get the output I wanted from the stock head unit. I am convinced that there is something with the stocker (be it the bose pin or not) that clips the low freq output at higher levels. I took the amp/sub out of my old Subaru (nice alpine deck) and put it in the A4. I was immediately disappointed. Thats when I tried the Audi RCA - with the same result. I just gave up. Then I put the same amp/sub in my new GTI and I had it back!
Here is a good writeup that includes contact info to get a harness:
http://www.audizine.com/forum/showthread.php?t=109569
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