See www.installer.com for the harness stuff you need. I did this a while back and you need the harness to the newer radio (from the car to radio) and an antenna adaptor (commonly called a vw antenna adaptor). After that, I used some instant wire splicers to tap into the wires to hook up the harness.
If you get the instruction book for the radio, can you take some good pictures of it and email to me or post them someplace to download. I have a business cd with no booklet and I'd like to know a little more than the "trial and error" I have done so far.
Mike Holbrook
Meridian, Idaho
1992 535im, 17", Euro M5 Throwing Stars 8's & 9's, FK-451 235/45s & 255/40s, M5 Sway Bars 25/20, Conforti chip, Lowes Ram Air, glass sunroof