Where air filter located and where can I buy it? I need to change it[sm=alcoholic.gif]

 

If they don't have it in the store, pretty much any auto parts store can order it for you. I ordered mine from Advanced and they had it in the store the next day. It's in the air box which is behind the passenger headlight.

 

For a 2002 A4 3.0L, its behind the big square shaped black box on the passenger side, towards the firewall. There is a 6" corrugated pipe above it. You'll have to undo this pipe connection from its two metal clips (look out for losing them). You then have access to the two top screws. Pull the cover forward and upwards to be able to remove the old filter. Vacuum debris inside. Replace the filter with the front cover in place, leaning forward (though this front cover can be removed, but you have to have it in place to slide the filter behind it to seat). Replace the cabin (pollen) filter while you are at it. This filter is further towards the firewall, under a black cover.
I ordered my filters from "innerauto.com"
Goodluck