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.
Detach cover for dipped beam from headlight housing.
Unplug connector -2- at dipped beam bulb.
Fig 1: Unplugging Connector At Dipped Beam Bulb (Halogen Headlights)
Courtesy of AUDI OF AMERICA, INC.
Disengage wire clip -1- and take bulb -3- out of housing.