well it should probably be similar to an A4. remove the trim around the fog light. There should be several screws holding the light in. Remove them and pull the light out. Remove the wire connector from the rear of the foglight housing. remove cover and swap bulbs.
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2004 VW Touareg
2005.5 Audi A4
1997 Audi A4
Jestnomen is right, there is just a cuple screws holding it in, on the back side is a small peice of steal that has two holes that the fog light screws into, and if the light dose not want to go in, thats your problem, not hard.