Yes you do need to remove the backing paper from the sticky tape, and yes its the anti-squeal "thing". That is the trouble with buying most aftermarket pads, they come without the anti-squeal pads - my Passat B5 sounds just like a taxi with its ATE aftermarket pads from ECP.
You have ended up getting the right bits by going to the right place, I am still waiting for my right pads from an aftermarket outlet - may need to wait a little longer though!!