Hey mrfredo,
LLTEK has conversion kits to upgrade from standard halogen to HID. They also have a write-up on how to install the kit, which seems relatively easy. I helped install HID's in a few cars (unfortunately no Audis!), and it is pretty easy and straight-forward.
Also, you can check junk yards for wrecked cars and salvage their HID's. That might require a bit of extra work to wire up the ballasts without a new wiring harness.
Good luck with your quest for HID!