Strick, you'll need fascia adapters (to fill the holes either side of the head unit), order these from your local Audi dealer as the aftermarket ones are terrible, especially the Autoleads ones which don't fit at all, need filing down and then they stick out at the top. Audi ones are about £11, but they need to order them in takes a couple of days.
You can either link the rears directly to the crappy Audi rear amp (bolted to the rear left speaker) in which case you'll need the RCA adapter (or speaker input adapter if your HU does not have RCA's), or you can run new speaker cable front to back and by pass the Audi amp. I'd go the second route as the sound will be infinately better from the Alpine internal amp. To do this though you'll need to either cut the Audi speaker loom, as it is only wired for fronts, or ideally buy a male and female speaker loom plug/socket and then you can plug straight in. If the Alpine has it's own front/rear speaker loom you could also cut this to give you the rear feed.