This is a frustrating task, that took me 30 minutes. Hopefully I can help reduce the time it takes you.The owners' manual says something about "modern" cars should have bulbs replaced by the dealer. In all honesty, if your dealer will do it for $20, leave it to them! Tools Needed: "star" screwdriver bit - # 3 I think. A drill bit extension at least 8" long. a flashlight or forehead light that can be pointed hands free (or a friend to hold it) and possibly a 12" screwdriver or similar - to lift a washer. These instructions are based on the passenger side front turn signal. Raise hood, and look at the top of the light unit. There are two "star" head screws. check you have the correct bit to fit these. Remove these two completely. There is an air intake diagonally across and behind the headlight. look down below the points where this meets the bodywork. You need to get to the screws 6" below. this is where you need the bit extension. These two screws should be loosened, NOT removed. To reach the inboard screw, I had to shine the light from the radiator side, bringing my head down low to see the screw, and gently ease the screwdriver down from the top until I could line it up with the screw head. At this point it's OK to curse Audi, and wish the entire board of directors spend eternity in hell, being forced to replace bulb after bulb. You can now pull the headlight unit forward, more on the outside edge, so that you can get to the back of it. On the outside edge, you can see a vertical, thin plastic strip. Give this a quarter turn, and remove the bulb holder - I had to move mine back into the engine compartment before lifting it out. Replace the bulb - it's a "push in" type, that you can't put in the wrong way. Put back the bulb holder, and TEST THE TURN SIGNAL before you re-assemble. Getting the headlight back in is not my idea of entertainment. You have to look down and line up the tabs with the two bottom screws - the ones you didn't remove, just loosen. I had the flashlight in my mouth, a knee on the headlight to push, and a screwdriver down by the screw, lifting the washer which is meant to go above the tab. Make sure BOTH tabs are back around the screws. Tighten these bottom screws - not too much torque or you'll disturb the headlight's aim. Replace the top screws, wash your hands, and congratulate yourself with a beer. using your flashlight, look do ----
Additional comment: assuming this task on an 2002 A4 Avant is essentially the same, I would recommend you loosen up the air intake on the radiator side by removing the screw right on the top front side of it the fixes its position, and then carefully remove the air intake leading down toward the engine; note there is a little clip/tab that hold it in place against some small hose assembly, it lifts out easily except for that tab.
I would recommend moving the air intake for a couple reasons:
1) It makes getting to the screws that the gentleman above needed an extension for much easier and possible with a 'standard' 8-in-ish long screwdriver; also i needed a monkey wrench to get enough leverage on the initial turn the screwdriver
2) there was an extremely clogged filter in the intake that I was pleased to discover and get a chance to clean out. I'm no expert but I'd bet cleaning an extremely clogged intake filter will give me some more power and/or efficiency.
And it really wasn't difficult.
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