XM Module on 2004 A6

I just bought an A6 and want to add the XM Satellite but all the dealers want $400 (plus installation) for it. (I have a real problem paying 400% more than an aftermarket unit would cost.)
I have 2 questions. Does anyone here know of an Audi dealer that will discount parts? Has anyone on the ng ever installed the module? I would like to know where it goes in the car and what is involved in the installation. Thanks for any info.
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$400 isn't such a bad price considering it's $350 from the factory.

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