If I understand their page correctly, for a 2003 A3 you don't need the CAN version. However, since nearly all new cars are now CAN, you are future-proofing by buying the HEX-USB-CAN interface.

Yeah, the price includes the software licence - the latest USB interfaces all act as licence dongles ('hardware keys').

If you're at all unsure then send Ross-Tech an email. They're rumored to be very responsive.