I have exactly that, MTM Stage 1 in my RS 6. You will love it, it really wakes up the beast... Get the MTM TCU chip too, a great deal at $100. I also did ITG foam drop-in AFs and Bosch Sport DVs from Hoppen.
People have problems popping hoses on this car for a few reasons:
1) At some point the car bottomed out and put a flat spot on the lower intercooler pipe. If this is the case you will need a strong T-clamp and a silcone hose to hold boost.
2) The hoses have become oily from blow-by oil traveling through the intercoolers and the oil has seeped into the hose coupling and made it slippery.
3) The hoses aren't seated correctly. They are shaped, so if they are turned even 5 degrees or so from a previous removal, they will not seat correctly and will pop off.
Number three was my problem. My hoses were popping off repeatedly (MTM tune will spike to 20 psi) so I ordered vennairs and t-clamps. Before they showed up, I finally cleaned the insides of the hoses with lacquer thinner and made certain they were seated perfectly. They have held great for 2k miles since.
The vennairs are sitting in a box waiting for me to get around to it. Honestly I don't think they're necessary if your hoses are in good shape. Enjoy your car, check out RS6.com for a wealth of info (and many OT posts) if you haven't.
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