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.

Apply adhesive tape in area below the headlight to protect the paint.
Remove screws -1- and -5-.
Loosen screws -2- and -4- several turns but do not remove completely.
Separate wire connectors where installed.
Disconnect electrical harness connector -3-.

Fig 1: Locating Headlight Screws & Disconnecting Electrical Harness Connector

Courtesy of AUDI OF AMERICA, INC.

Remove headlight from body toward the front.