Just wanted to comment since I was able to reproduce this today on my 2008 Audi A3 2.0 with the Concert II (I believe) radio.
I did the wiring by cutting one end off a normal 1/8th to 1/8th stereo cable and soldering the R, L and Gnd pins to ISO connectors (Audi Part Number 000-979-009, which I got from my local VW dealer). Then I plugged the pins into the existing wiring harness at the back of the stereo. I routed the other end of the stereo wire (the end with the remaining 1/8th male connector) out the passenger side panel. Pretty straight forward once you have the Audi/VW connectors. This link was helpful: http://www.audizine.com/forum/showth...or-Symphony-II
The VAG part was a bit more tricky. I asked the service department at my local Audi dealer (Maita Audi, for the record) if they could do the reprogram for me to enable the aux input. The guy got a funny look on his face and said no such thing was required, nor had he even heard of such a thing. Of course, he was wrong.
I ordered the VAG K+CAN connector from eBay. There wasn't a driver on the CD, so I found and installed the FTDI VCP (virtual COM port) driver from ftdichip.com. No additional setup for my win7 laptop.
Then I brought my laptop out to the car and plugged the VAG connector into the slot above the dead pedal. I also had to turn on, but not start, the car.
I then launched VAG commander from the CD. I selected Target 82 and hit "Open Channel." My radio then said "DIAG." At this point I wasn't too sure what to do.
Using the "Coding" values from this link (http://wiki.ross-tech.com/wiki/index...ration_II_Plus), I was able to figure out the 7 digit code I needed to use. I wanted aux (obviously), multifunction wheel, leather interior, wagon, and North America to be set, so my value was 0300122. Then I copied this value into the Value(HEX) field on VAG commander and clicked "Coding." This gave me an error stating "Conditions not correct." Then I reviewed Lordneon's instructions and saw that he omitted the leading 0 (which gave me 300122 in Value(HEX)). Again, I clicked "Coding." This seemed to do the trick! Then I clicked "Close Channel" and disconnected the VAG cable.
After all that, I can click CD twice on the radio and get to the aux input! Thanks to everyone for the instructions. Hope my details help someone out there.