Yup, you were both right - it was the battery. Now the car starts first time!

Old battery:
Varta 1J0 915 105 AF
12V 72 Ah 380A DIN 640A EN/SAE
New battery:
Bosch Silver S4 096
12V 74 Ah 680A EN/SAE
Also, the alarm went off when i removed the connectors from the old battery - stopped it by unlocking the car with the key fob and then pressing both the buttons that are on the left as you get into the drivers door i.e behind you to the right as you're sat down, think they're the manual alarm overrides for motion sensing and stuff. Is that normal?
Also, I've now got a few more lights on the dash....
Igniton on:

Engine running:

The bulb one I know of, I just need to work out the bulb I need to get. What does the yellow steering wheel light mean? It's red at one point - not sure if that's straight after putting the key in before it goes yellow or it it's yellow and then goes red while the ignition fires and then goes back to yellow?
ESP light doesn't go off normally after putting the key in and doesn't go off after starting the engine either.
Any suggestions? Are there some systems I need to reset or something?
Cheers guys.