When accelerating going into 3rd gear there's a sound throughout the gears. You can even feel It in the shifter when you hear the sound. The transmissions seams to shift fine it's just this funny noise real soft. Any help here?

 

Check for a leak and change the fluid and filter if it has more than 60k on the fluid.

Also post the car's info when you post a new thread, year, mileage, history etc. It may have a recall or TSB relating to a specific year that someone knows about when you post it.

 

He is right. In order to fix this issue, the transmission needs to be flushed and the filter and gasket replaced. If it is under warranty this will be covered as it is a TSB. I payed 2k to have it flushed at the dealer with the super blue fluid. If you can take it to your local transmission shop and have it changed there for cheap. Just changing the ATF with a normal high quality replacement should fix it, I think audi just went overboard with the super super expensive blue fluid ($47 a quart I believe, 16 quarts are needed. 4 to flush and 12 to refill)

Later if you don't replace the fluid the noise will become more and more often when the car is warmed up, later resulting in a small shudder. I finally did the flush at 75k.

 

I should note that the D2 transmission DOES NOT use the uber expensive blue fluid, but it would still cost around $20 per liter from the dealer. A quality flush should run around $400 for a D2, to $900 for a D3, of course if you go to the dealer you can double that.