I put that same kit in the wife's A4, only I got it on ebay; the seller was VVME HID, or something like that. Little cheaper than that direct connection joint.
For the price, it's pretty good stuff. Certainly not OEM quality, but for what you'd spend on phillips or hella stuff you can buy a couple of those chinese kits and keep spares on the shelf. For the first couple of days, one of her ballasts was a little laggy to fire off, but it seems to have fixed itself.
The only shitter is that HID's work best behind a projector beam headlight; with the standard H4 reflector headlights, all that bright light is just gonna get blasted forward; it won't be a focused beam. It certainly ain't gonna be subtle and you'll prolly get a lot of people hitting you with their brights.
Ideally, you'd want to run something like this:
http://hidconcept.com/Adapters-h4.html; the adapter will give you the right cut off so the light projects where you want it and not all over the place. The only caveat is that these adapters will only fit an OEM type D2S/D2R bulb, which means you'd be stuck with having to run the expensive shit.