There is a wiring harness and bracket in the trunk behind the left side access panel for the Satellite radio module. The newer module will work with the old Concert II radio or the RNS-E, the older modules will only work with the Concert II radio. If your car already has a Satellite module it is most likely the older module and will have to be upgraded to the newer suffix part #. Here is a great link with part #'s for the Satellite radio module install, as they say, "A picture is worth a thousand words"
http://audi.barrystuff.com/rs6/satRadio/