yes i have 1 (and 2 spares) and they are good and reliable
the lead you show is the vw cd changer lead - the audi one has a 13-pin din round socket on the end,
however, most phatboxes come with a vw lead instead of audi so a vw changer lead as you showed might be the easiest/best thing once you have sourced a phatbox.
the phatbox itself usually comes with a 20gig cartdridge and you can use larger ide laptop drives upto about 160gig for £45 or so (or 250gig but that one has some problems) but for a non-factory drive you have to patch the phatbox first and download some 3rd party software to get this to work.