Perhaps it's already installed, but not enabled. Google if there's a dongle to let you access the code.
I hacked the code to my 2010 GTI. I was able to enable all the Audi features, like power windows from the key fob. I was also able to make PSM unremitant. The factory setting allows you to turn PSM off, but it turns back on the second it senses you're pushing it, leading to some exciting laps.
(Turning, turning, *PSM kicks in* ...and now we're going straight.
)