Do you guys ever change the fluid in the gearbox? Is it required?
The service manual does not mention anything about it.

 

I did and I suggest it too. It's pretty easy.

Here: How to Replace the Manual Transmission Fluid of an Audi B5 A4/S4

.

 

Is the manual box considered a sealed unit? In that Audi says that the fluid will last the life of the box?

 

The fluid in the gearbox should be changed periodically to prolong the life of the bearings and synchroniser rings.

You will need an XZN socket for removal of the drain plug, which is available on the Internet from tool suppliers or on eBay. The ones on eBay tend to be 3/8-inch drive rather than the 1/2-inch drive of the Hazet made tool of higher quality.

If you are unfamiliar with the operation, it is always good practice to loosen the gearbox fill plug before attempting to drain the gearbox to ensure that there are no problems with removing the fill plug and adding fresh fluid.

After you drain the fluid, inspect the used fluid for any metallic particles, which can be either 'gold' or 'silver'. Gold-coloured particles indicate wear to the bronze synchroniser rings while silver would indicate wear to the bearings or gear faces. It is quite normal for there to be a small amount of metallic particles in the fluid.

Be sure your vehicle is level when adding the fluid. You will know the gearbox is full when a small amount of fluid spills from the fill plug hole. The gearbox uses fluid that conforms to specification GL4.

 

Be sure to do this. Initially I added exactly 2.75L just like the manual says, and that wasn't enough: the 1-2 shift was rough. Then I added more until it dripped (oozed) out while the vehicle was level. Problem solved.