Make sure you use an Audi Approved longlife oil as this is imperative. Your handbook will give a code like VW 503.01 or VW 503.00 which you should follow.
Here's a list:
Volkswagen Group Oil Specifications and their Applications
VW 500.00
This is an “old” oil specification and is applicable to engines built before model year 2000 (up to August 1999)
Viscosity ratings: SAE 5w-40, 10w-40 or 20w-40
This oil can be used in all petrol and some diesel engines, apart from those referred to under other specifications.
VW 501.01
This is another “old” oil specification with exactly the same application as
VW 500.00.
Viscosity ratings: SAE 10w-40, 15w-40 or 20w-40
VW 502.00
This oil can only be used in petrol engines and is recommended for those which are subject to arduous conditions. It must not be used for any engines with variable service intervals or any which are referred to under other specifications.
Viscosity ratings: SAE 0w-40, 5w-40 or 10w-40
VW 503.00
This is a relatively new oil specification for petrol engines with variable service intervals. It includes the AUDI S4, but not the RS4, or the TT and S3 with outputs of more than 180bhp.
Viscosity rating: SAE 0w-30
VW 503.01
A new oil specification specifically for the RS4, and the TT and S3 with outputs of more than 180bhp, Passat W8 and Phaeton W12.
Viscosity rating: 0w-30
VW 505.00
For all diesel engines prior to model year 2000 (August 1999)
Viscosity rating: 0w-40, 5w-40 or 10w-40
VW 505.01
For all diesel engines with unit injectors (Pumpe-Duse or PD) without variable service intervals.
Viscosity rating: SAE 5w-40
VW 506.00
For all diesel engines except those with unit injectors, with variable service intervals.
Viscosity rating: SAE 0w-30
VW 506.01
For all diesel engines, including those with unit injectors, with variable service intervals.
Viscosity rating: SAE 0w-30
If you can get hold of Fuchs Oils over there then they are a good bet as not only are they VW Approved but Fuchs do 15,000,000 litres per annum of factory fill for VAG and work in partnership developing oils for them.
Well, OK they are German afterall!
Cheers
Simon