Hi David,
The multifunction buttons are connected to a circuit board inside the steering wheel. This circuit board turns your commands into a LIN signal (see:
http://en.wikipedia.org/wiki/Local_Interconnect_Network). The LIN signal is passed through the slip ring in the steering column where it goes to the MFSW controller. This controller translates the LIN signal into a CAN signal, which is sent to the stereo.
This might seem overly complex, but it's not possible to connect all the buttons on the steering wheel directly to a controller on the other side of the steering column due to the limited number of wires in the slip ring. By converting the button commands to LIN, all manner of controls can operate through a single wire.
The steering wheel you've found in Germany will have the LIN board present, but you'll need the MFSW controller to convert the LIN signal to CAN. Rob (Chumsofmanutd) currently has a MFSW controller that's compatible with the steering wheel you've found. Rob needs it for his own project so I doubt it's for sale, but I'm sure he'd be willing to post the part number.
The MFSW controller sits in a little holder of its own behind the headlight switch. The controller needs approximately 8 connections, though I can't remember precisely what they all are: permanent power, switched power, earth, CAN high, CAN low, LIN, side lights... and a few others. When the side lights are turned on, the controller sends a signal along the LIN wire towards the steering wheel saying "buttons, light up!". It's very elegant.
I'm not yet sure whether all the A2 slip rings have the necessary pins/wire for the LIN signal. I suspect not, though Tony/Jeff should be able to say for sure.
So, in short, you'll need the appropriate MFSW controller, its holder, a series of pins and wires and perhaps a replacement slip ring. Oh, and VCDS for the necessary coding.
Cheers,
Tom