diagnostic software Audi/vw - where to buy

I have seen advertised a cable and software to self diagnose (With PC) engine faults for a VAG group cars.
Can anyone please help me in finding this as i live in Tenerife and getting anything done here is difficult to say the least and owning an S3 i think this would be ideal for me and over the weekend i had coil failure and didnt have a clue what it was i thought i had blown the engine up.
Anyone help me please.
daztfs@yahoo.com

Can a cable be bought that is a serial on one end and the plug for the car on the other or does it have to be a dongle,
Also as we my above problem before should the engine warning light go out automatically now the coil pack has been replaced or does it need to go to Audi to be reset.