As Joost says you'll need to swap the perm & ignition on lives as Audi wire them back2front on the black ISO connector.
The front speakers will just plug straight in as they're on a standard ISO speaker connector.
The only problem is providing a feed to the rear/sub amp.
There are 2 adapters available:
1. RCA input (PC9-401) - takes the rear RCA's from the Sony and allows them to plug into the Audi rear/sub amp loom
2. Speaker input (PC9-404) - takes the rear speaker output from the Sony, converts it down to a pre-out level and allows it to plug into the Audi loom.
There are issues with both
1. Using the RCA method will give you the best sound, but will very likely cause a really annoying popping sound through the rear speakers whenever you turn the HU on/off or select a different track on a CD or turn the volume down to zero etc etc. This is normal, and the only way round it is to put tiny capacitors inline with the pre-out feed to the rear amp.
2. No popping but the sound quality to the rears will be compromised slightly as the adapter uses a line out converter to take the 50w output from the new HU back down to a 1-4v pre-out level which is then fed to the puny 20w rear amp inside the sub. Not a huge issue in itself, but something to be aware of.
With either "solution" you'll have a huge mismatch between the 50w from the HU driving the fronts and the 20w driving the rears & 50w sub, so you'll have to fade to rear to get it balanced.
Ideally you need to ditch the Audi rear/sub setup & replace the sub with something that works properly, but its more money.
As a compromise I'd rewire the rear speakers back to the HU so all speakers are running off the Sony, and then if the HU has a sub pre-out connect that via the RCA adapter to the Audi rear/sub loom. Jack up the sub level to max to get some sort of bass back in the car to match the higher output going to the other speakers.
Or £300 will get you a stealth sub enclosure, JL Audio sub and amp which will transform the sound, be completely hidden and work properly.
You'll also need an antenna amp for FM reception:
http://www.caraudiodirect.co.uk/aerial-adaptor-p-211.html
Not the answers you were looking for unfortunately.
