In the meantime I got it (partially) working!!!

When I tried to connect it, I was watching the RNS510 display, and there was a short message saying something like "BT connection not possible." I was wondering, because Audio was already playing and rSAP was established as well. I was looking at the phone settings of the RNS510. I found one setting called "Authorization" under the "Modem" settings. There I had to grant access to my Desire S for the modem. After another reconnect the RNS showed a message like "BT connection not possible, Audio connected".
So I deactivated the "Audio Player" setting in my phone's BT settings. I also found a setting in the RNS to deactivate BT Audio Sources. I also deactivated this... and... et voila! DUN connection established!

It seems that the VW RNS510 cannot handle BT Handsfree/rSAP, Audio and DUN at the same time.
