I have just fitted the RNS510 to my 2007 GTI.
I broke the plastic covers off the 2 aerial leads (on the car side) and they fit into the new unit perfectly.
If you really want to buy the right lead, it will be around £25 from VW. The way I did it, it cost nothing and will still work perfectly fine when I put the old RCD300 back in come trade in time.
With regards to the gps aerial - I bought one of ebay for around £12 delivered. It is magnetic, so I put it next to the big centre vent which is removed during installation. It works perfectly.
If you take your time, the whole install can be done in less than 45mins.
Its a fantastic bit of kit. I was quite canny - I bid on lots of them, but managed to get a 6mth old B version with instructions book and genuine VW maps DVD for £440 delivered. It took a while, but if you wait long enough you will find a bargain!
Andy