I'm envious of you ordering the Blaupunkt. I'd have got one of those but most of my music is in AAC format, which is unsupported.
Assuming your car is a Laguna I rather than a II then that appears to be the right product, and obviously you'll need the £4.95 'InCarTec Blaupunkt Adaptor' too.
I've ordered one of these
and a head unit-appropriate stalk control thingy - in your case one of these
However I haven't received it yet so I can hardly make a recommendation, and furthermore your one looks more reassuringly model-specific than mine (which is basically 'any Renault in the last eleven years').
It's all a bit of a mystery. Would be good if kindly, knowledgeable people could author definitive threads for each car model/revision, listing the bits and pieces which are known to work. Proper ICE sites aren't a great deal of help either, as I'm sure you've discovered.
You could try contacting this
member for confirmation that they're the correct bits. He's a very nice man, so he is.