I have had this car for years now and never a problem(except fot he common throttle body(maf sensor) problem which i fixed myself

I must say I love audi's , this is my first audi, I was just telling sonmeone today how reliable they are then i had a slight stroke of bad luck,

On driving home from work i realised when I indicate (either side) left or right, the indicator works for about 3 seconds then switches off by themselves, the steering is not even turned?

* I know th bulbs are working as both could not have gone faulty at the same time?,
* The fuse cant be gone either?
I have learnt off someone their is a indicator relay somewhere which will need replacing, if this is the case where is this based on the a3 please

Is it in the stereo well like the audi a2's or somehwere else.