Hi Kel
Have you seen this post? There is another link of it with photos of the wheel.
http://uk-mkivs.net/forums/p/156872/1048510.aspx#1048510
Read up on it. I think you will need different airbag wires-with the plug for the ribbon cable for the paddles.
I just finished putting mine back together. I bought it needing airbags.
You will need a M12 spline drive to remove steering wheel. Halfords do a set for £20.
Hope this helps. I have paddles on my 07 GTI and it will be worth the effort. Any questions PM me and i will try to help
Rob