Continuation for both sides:

WARNING: This page is about a different car, the 2004 Audi S4, 2004 Audi A4, 2003 Audi A4, and 2002 Audi A4. However, it is still accessible from the selected car via links, so may be relevant.

Remove housing cover for low beam from headlight housing.
Disconnect connector -1- at High intensity gas discharge (Xenon) headlight by turning counter-clockwise.

Fig 1: Disconnecting Connector At High Intensity Gas Discharge (Xenon) Headlight

Courtesy of AUDI OF AMERICA, INC.

Disengage wire clamp -arrows- and pull High intensity gas discharge (Xenon) light bulb out of headlight housing.