Hi there,
I have a kenwood music keg, which is basicaly the phatbox for kenwood stereo's. I'm going to junk the RNS-D i have and fit a kenwood stereo, but was looking at swapping mine to work with the RNS before and had worked out you need the adaptor cable from ebay - I think the long one that you have may be able to be used by replacing the cd changer cable abd plugging directly into the RNS....but its a lot of hassle running the cable through, so probably easier to stump up the £40 frrom ebay.
You normaly get the software on a CD. although you can download it from phatnoise
http://www.phatnoise.com/downloads/index.aspx has the usb driver if needed
http://downloads.phathack.com/firmware/ has the firmwares
http://www.phatnoise.com/downloads/download_pmmsw.aspx -media
http://www.phatnoise.com/downloads/download_sw.aspx -music
I'd recomend hacking the hard drive up....a new 2.5" laptop drive (not too fast though) - I use flac which is lossless and this gives a huge amount of excelent quality music. Although if you have a usb1 drive it can take hours to transfer !
cya,
Lee