Oh boy. This is going to be long.
You can bootmode a file onto an immo-equipped ecu without defeating the immobilizer. Just because he falshed an M-box doesn't mean it was defeated prior. You can't (with the tools provided here) flash an immo-equipped ecu via OBD unless it is in the car. This doesn't apply to bootmode. What year a6? 01-up had immo, while 00 did not. If you are unsure, did the ecu plug have to be modified to fit?
As for writing this file.
It must be done in bootmode. This bin is for a seperate eeprom in the ecu, not the main flash. There is no way to write it any other way (again, with the tools provided here). If you want to flash an rs4 file you will need to write this file to the 95040 IC, otherwise the car will start, but die immediately after.
I find bench flashing to be easier. I'll do it that way every chance I get, If you don't want to create a bench flashing setup you can always try to put the ecu in bootmode with it installed in the car, but you'll need a second person to turn the key on as you ground pin 24 of the flash chip (29f800bb). Then, just follow the immobilizer tutorial. There is an entire section devoted this particular situation.
http://nefariousmotorsports.com/forum/index.php?topic=2973.0title=If you have any other questions, feel free to ask. Any chance I have to add to or improve upon the sticky to make things easier to understand is worthwhile.