I step on brakes, dashboard light comes on which says stop.
If it comes on when you step on the brake pedal you might need to bleed your brakes. Also check your brake fluid in the master cylinder.
There's a switch on the brake pedal that when you step on it, it completes the circuit for lighting up the brake light.
Step by step procedure for replacing the high brake light, with pictures. https://picasaweb.google.com/thaalsm/ToyotaAvalonHighBrakeLightReplacement
If I understand your post: The brake light is on constantly? If so, you may want to adjust or replace the brake light switch located at the top of the brake pedal.
Traction control? its a bulb failure indicator. usually rear brake have someone first turn headlamps on make sure all bulbs are lit then have them step on brake find the dud then change it this includes third brakelight on rear window
This site has step by step instructions (with photos), perhaps the A4 is similar. http://audidiy.blogspot.com/2010/04/how-to-replace-brake-light-bulb-on-audi.html
You have a bad ground.
Probably the brake light switch is bad. The brake light switch is what sends the unlock signal when you step on the brake to move the gear selector.
To replace the tail light bulb, open the tailgate and on the inside there is two little bolts. Take those out and the tail light should slide out, just turn the bulb holder and it comes out.
With all lights turned off,have someone step on the brake pedal. The bulb that illuminates is the break light bulb.
tail light bulbs has two filaments inside. One for regular lights and a second for brake lights. One filament is burnt out. Change the bulb.
Here's a step by step http://forums.trailvoy.com/showthread.php?t=59485