any other weir electrical issues?
tough to remove key? No clunk when removing key?  Radio stays on?  A/C won't come on or blower doesn't work?
My first inclination is electrical portion of ignition switch has gone bad.  Not 100% yet.  $10 DIY part if you order online from someone like ************************************************************  or can be picked up locally for $35 from audi dealer.
Do a search on ignition switch and you'll find lots of info and DIY how to R&R.
Good luck 
