As above, the early models were quite wierd. You could buy DSG without the tiptronic controls, and you could buy MFSW without highline. I believe in later models, they were paired up.
As for highline, if you buy from dealers and have them code it (1 hour labour) you're looking at £400. Bear in mind it was an optional extra that would have cost £50!!! The unit brand new is expensive. You can have a look on ebay for second hand ones. Highline wasn't standard on the GTI/ED30 but was on the R32 (I believe).
If you buy a unit, dealer should be able to recode and fit for 1 hrs labour or so. Apparently others have had it done by Shark Performance. Either way to code it properly, including for mileage, means you need to have the correct equipment (apparently hooked up to germany!) so not many people can do this.
You should go for a unit that's compatible with your cae so ideally needs to come from the same year.