I found someone who experienced the same issue here. My '04 S4 is doing the same thing and I'll probably reference the solution at the following URL when I get it checked out:
http://www.audiforum.ca/Audi-a4/1318-anyone-experienced-broken-esp.html
Here's the text from the user's response at www.audiforum.ca:
"Re: Anyone Experienced a Broken ESP? I had this problem with my 2005 A4 Avant but I figured it was normal and never got it seen to. One day I noticed after parking the car and walking away that the break lights were on. I took it to the dealer (still under warranty) and apparantly my break switch was a bit flaky (this explained why sometimes when I pressed the lock button on the key chain sometimes the car did not beep, since it thought the break was being applied). Once the break switch (sorry not sure of the technical name) was replaced my intermitent ESP problem never came back.
"
-Chris
If the car detects a spin in the wheels or the danger of skidding in a turn, the ESP light will come on, verifying that the program is taking control of the car. If the ESP (Electronic Stability Program) light stays on you need to see the repair shop. You don't have to be alarmed but it is best to have it checked out soon.
This is the Electronic Stability Program (ESP) also called Traction Control. The light will come on briefly when one or more of the tires on your vehicle loose traction. It will also come on and stay on if you turn the traction control off. If the traction control is on and the light stays lit all the time, then there is a problem with the system. Seek professional help.
That light is the failure indicator for the electronic throttle control system. If the light stays on, the engine computer will have stored a trouble code.That is the indicator for a failure in the electronic throttle system.
It stays on when the computer detects a malfunction in the electronic throttle system.
It stays on when the computer detects a malfunction in the electronic throttle system.
It stays on when the computer detects a malfunction and sets a code.
It comes on and stays on when the computer has detected a malfunction and set a code.It comes on and stays on when the computer has detected a malfunction and set a code.
If you are looking for information on how to program a Vibe universal remote first you have to turn on your device, press and hold setup until the light stays red,press and release mode button and continue to hit channel up several times until the light stays on.
Vehicle Stability Assistance (VSA). The light will come on when it is engaged. If the light stays on all the time you might have a problem. Seek professional help.
The electronic throttle control light stays on when the engine computer detects a malfunction related to the throttle system. You need to have the system checked for codes to know possible causes.
Take the car to a BMW dealer - there's a problem with the electronic throttle control.
The check engine light is an indicator that the computer has detected a fault in one or more of the electronic components. Use a code scanner to figure out what is wrong.