Absolutely, but you do need both - amping the stock speakers doesn't really help as they are shockingly poor.
If you have non Bose then just buy a male-female ISO speaker lead (£4.99 from maplins) and then plug one end into the Audi front speaker harness, the other end into the HU then chop the 2 pairs of outside wires and connect the new speaker cable to the HU side observing the correct polarities. If your aftermarket HU has flying leads for the speaker outputs then you don't need to do this, but many just have an 8 pin ISO plug, so this avoids chopping the Audi loom.