it seems common practice for a lot of the VW family to have these in there cars when they change to an aftermarket head unit.
something to do with the loss of signal strength wen removing the factory fitted one.wierd.
a lot of the dubs are stil fine without em but theyr always recommended to put em in.
i have a mk3 golf gti...wen i bought it.....it cum complete wiv a decent but non mp3 sony head unit...and wen i removed it to look at the back v it..i noticed i had one too.]
the majority of dubs i'v removed radios from have had em in.even sumtimes rigged up to the factory fit radios.
the lil blue wire goes to the radio remote....its a lil amp in essence and needs its own power supply.
the aerial itself plays the ground and the blue wire to live...but use the remote output from the radio or the "att" being the electric antenna output...same thing pretty much..it jus assures that its only active wen the radio is turned on.
:-)