Steve is right, the carb model had a slightly smaller rad, the 3.5 EFi was bigger and the oil cooler an option, meaning a separate oil to air rad with pipework. It uses an adapter that can foul some accesories.
The 3.9/4.2 then had an angine oil to water cooler in the driver's end and an oil to water gearbox cooler for the auto box in the passeneger's end.
the bog brush ahead of the rad is for the gearbox, manual gearboxs just have the bog brush and auto boxs have the bog brush (oiul to air) and the oil to water cooler in the hot end of the engine radiator.
I'm not sure of the auto box oil cooler on the 3.5 EFi.
In case anyoen cares a manual TDi gearbox doesn't have an oil cooler.
So mate, sounds like the thing you have is the optional engine oil cooler (oil to air).