For clarification, I think you mean the ignition switch (the electrical part)
Here is a link to Mike Focke's page which has instructions
http://mike.focke.googlepages.com/ignitionswitchreplacement
p/n needed is 4A0-905-849-B
the B on the end is very important.
Might try VW or Audi dealers as it's a common part across those cars too. Should be < $30 (seen it as low as $15) and about 15-30 min DIY replacement depending on your flexibility/contortionist-ic abilities
Good luck and hope that's the issue