Note for retrofitting CD:
WARNING: This page is about a different car, the 2004 Audi S4, 2004 Audi A4, 2003 Audi A4, and 2002 Audi A4. However, it is still accessible from the selected car via links, so may be relevant.
For CD preparation, the wiring harness for the CD changer is already installed in vehicle. The connecting wire can only be used with genuine Audi CD changers.