It's leaking oil from the "piece" the oil filter attaches to. What is that piece called and how should I go about replacing it?

 

that is the oil cooler. if it is leaking out on the ground you can try to tighten the oil filter and see if it helps. if that helps, it is coming from inbetween the cooler and the block and you might get away with a new gasket. the oil cooler itself is available from napa, ecs tuning, blauparts, etc.
I got mine from autohausaz.com they had the best price
good luck

 

here is the how to article
http://audizine.com/forum/showthread.php?t=116585

 

Thanks, it turned out to oil cooler gasket. Much cheaper than I expected.