I recently changed the oil in my g/f's Audi
A4. The manual calls for a 5w-40 oil which you probably wont be able to find. A 5w-30 or 10w-40 is acceptable if your climate stays above 0 degrees F. Your local auto parts employees can help you get the right oil filter. There is a skid plate under the front of the vehicle which will block your access to the drain plug. It can be removed with a flat head screwdriver. I believe there are about 9 screws holding it in place. Once it is removed, set it aside and remove the drain plug from the oil pan. Allow to drian. The oil filter can be accessed from above. Use oil filter wrench or your bare hand kung-fu grip to remove the filter. MAKE SURE THE GASKET (rubber ring) FROM THE OLD FILTER COMES OFF! If the old gasket stays on, it will leak.
Use your finger to put a little oil on the gasket of the new filter, screw into place 1/4 to 1/2 turn past hand tight.
Inspect the gasket on the drain plug and replace in oil pan. Pour in new oil according to the manuals directions based on your engine size. I think mine was 5 quarts.
Start the engine and check for leaks from the oil filter and drain plug.
Replace the skid plate. As a former employee of an oil change place, and having done my g/f's Audi
A4 in the driveway, I can tell you it is a lot easier to deal with the skid plate if you can get under the car comfortably. Just take it to an oil change place! Good luck.
Careful:
Be careful when you position your oil drain pan. Since the drain plug is on the side of the oil pan, the oil will come out squirting about 6 inches for 30-45seconds or so before trickling to a vertical fall. Either have a big drain pan, or keep an eye on it to make sure you catch it and reposition it as the oil comes out.