Use vag-com to see if anything's wrong.
I just got mine couple weeks ago and i did the 402 mod(10mm front and back) and convenience mod(opens/closes all windows with the remote).
If vag shows faulty codes and it's a minor issue, just clear it.

 

I'm kind of having the same problem, but it is just with my ABS light. referring to the handbook it is saying when the light is on that my ABS will not work. However, i tested this theory and it does work fine.

but my girlfriend drove behind me once when this abs light was on and said that my brake lights were acting funny ( flashing, and/or one taillight was brighter than the other.)

when I turn the car off then back on the problem disappears, but then reappears.

I heard that it can be a serious problem that can cost up to $1-2k (replacing the abs module) , but before i start freaking out I'm going to try these remedies.

let me know if anyone else has had this particular problem.

oh yeah, i drive a

2001 A4 b5

 

...same thing happend to me today after I picked up the car from tie rod replacement. I was driving to the alignment shop when all three lights appared. I though they burned a wire or something because they said they had to torch the tie rod. I turned the car off/on again and they all disappeared. They are off for now, we'll see what happens.

 

I had those lights come up on mine
very cheap part and 15min job

http://forums.vwvortex.com/zerothread?id=1158315

 

My 2001 had a check engine light in the morning drive to work, then the red alternator light, then every frickin' light in the cluster came up. It looks like the alternator has failed, but I understand that if you are not getting adequate power from the alternator, these types of problems are common.

 

I just had the same problem with my 03 Allroad (ABS,Traction Control & Suspension lights). I replaced the brake light switch ($5.45 + tax CDN). All fine now. Haven't had a problem since.