Brian, talking about car wiring, or writing about it, can get very confusing in a hurry - especially if one is a little foggy about auto electrics to begin with. Wiring diagrams help a lot - but only if you understand what they're telling you. And to complicate matters, VS doesn't follow the VW wiring diagram very closely.
Yes, you do need the two relays you link to - the first is a flasher relay that (surprise) flashes the turn signals when you turn them on. The second one is usually called a 'dipping' relay - it switches between high beams and low beams. Kirk told you these are the only two you need because they are the only ones he installs on a new VS.
The relays Robert mentions are for safety and electrical efficiency and are used on practically every modern vehicle for many purposes. A relay is basically just an electrically controlled switch. It takes a very small amount of current to trigger this switch, but the switch can control circuits that carry heavy current loads.
Almost all auto supply places sell generic 12-volt relays that are used for operating many types of circuits on all cars - headlights, horns, motors, fans, etc. These relays are usually rated at 20 or 30 amps - the current in the circuits they are controlling. They're '12-volt' relays because they're triggered by the standard 12 volts in automotive electrical systems.
By now, I've probably proven my point that talking about car wiring can get very confusing. And you're right - usually the only solution to this comes in a bottle.