The I200 cable will only work on decks starting back (last year I think?) like the 3900IB, 4900Ib, 5900Ib, etc.. to current. The adapter you need is I think the pio cdib100II. It is a small box with a power and ground wire, a cable that goes to the IP bus (cd changer) input of your deck, and the box has an ipod cable coming out of it as well.
Yes, anything with dehp in the model will use the cdib100 and only the newer pioneers past from previous year models and up will use the cable that just plugs into the back. The older series pioneer ipod adapter basically tricks the cd player into thinking the ipod is a cd changer, and it controls it in a very basic manner. We sell them all of the time, the box type for the non ipod capable pioneers is about $50 and the plug in cable type is about $30 currently, I believe. On your deck, look at the cd changer plug, it will be square with several pins. On the newer style pioneers there is an extra plug that is almost square, but one side is a 1/4 circle shape.
After reading it on the Pioneer Website and then reading PPIA600's first post, I too was a little unsure. But after his second post with those EBay links with the pictures, I can now confirm that the DEH-P860 DOES NOT have a connector that will work with that plug. But when I saw the other little box thing in the picture it was right away that I said to myself, Hey that looks like it may work with the 860. But I don't know for sure. Still kind of doubting the website and PPIA600. After all he is an amp. Now if he were a deck of some sort maybe we could trust him.