Well I bought one! Installed tonight and what a difference over an FM modulator!!!
For those that are interested....a few pics.
You will need
a) Connects2 Aux input adapter as linked in the first post
b) Belkin Car Charger with Line out
c) 12v car power adapter
Note that the cable the Connects1 Aux box comes with is meant to fit on the end of the OE CD changer cable. Luckilly I had a previous Connects2 box for my A4 as a CD controller and the cable, with red plugs, has the correct pin layout for the back of the HU.
I then took off the Drivers side under dash unscrewing at these points and then tugging gently towards you to release the catches either side of the steering wheel.
And then unplugging the light switches
Using a Belkin car charger for line out and power I hid a socket and cable tied this next to the steering column so as to route the wires into the rear of the headunit.
Power is simply taken from the fuse board and you can see the earth point.
You can just about hide the Connects2 box to the right here to avoid snagging the Head unit as you push back.
Put all back together, switch on Head unit, press CD6 for the changer and hey presto....fantastic audio. The head unit displays a dummy 'CD 1 Tr 1' but you control the Ipod as normal.