You probably have a newer model right?
To answer your question, no you can't skip directly to one song (can't imagine how you would do that with anything through the head unit controls), but with all the organization features, it's real easy locating certain tracks.

 

BzeA4, i got it from ECS Tuning - $139. + installation kit $13 (something like that).

1stVW parts used to carry it for $119, but they no longer do. Either way, these are both great prices.

 

hmm im thinkin of getting one too, but my car is a 99 and isnt prewired in the trunk.. so how would i go about this wiring thing, do you need a serial port connection type wire that leads to the trunk?
also would this work with a regular aftermarket basic cd player?

 

If you want one you had better get it - they are no longer being made for Audi as far as I know.
They used to sell for $600-$700 when they were first out.

lilbrownindian: are you sure it's not prewired? I am fairly sure that all A4's come prewired, Bose or not.

 

there's an optional wiring kit you can buy if your car isn't prewired for a CD changer. That would make the installation a little more difficult as you'd have to take your head unit out and connect the wires etc...
They are made for Audi's so they don't theoretically support other sound systems. Practically, I don't know.

 

I know it sounds crazy but.. anyone know where to get a cheaper phatnoise than 139 + 13$ ? I saw it for 119$ but I dont Think it was 1stVW. So if anyone happends to know, 20$ is 20$. Thanks !