I have *nearly* done this mod. Kept my eyes open on eBay etc for the right parts and accumulated them (at the right price) over the course of a year.
It's a fairly hefty job, but a mate and I managed it in a day and I'm a bit 'special' when it comes to electrical stuff.
You definitely don't need a new windscreen, the auto dimming mirror attaches to the standard windscreen mount (there is only one mount as far as I can tell - no auto wipers option on B6!) You MUST have a highline car (DIS with bulb out warnings etc) and your central electrics unit needs to be 8E0 907 279 F, letter E on the end will not work. I ******** up and got an interior mirror from a B5, which I'm told works, but I can't get it going. I want a B6 one with a button anyway - beware getting them from ebay. they's c£150 from a dealer and they regularly go for £200+ on ebay.de.
Since I have a light sensor, I've also got auto dimming wing mirrors which connect directly to the interior dimming mirror. (£80 delivered from ebay)
I used this guide
. Reading the whole thread is advisable!