I have a 2001 Audi A4 1.8 I've had it since 47k and it has been trouble free since... Now with 72k the little issues are popping up... Todays problem is the aux fan is not coming on... It warmed up a little on me idling at the drivetru when I noticed it was not coming on... shut off the AC and the temp went down to normal right in the middle... I want to check the fuse but can not find it... I pulled the side cover off the dash but didnt find a fuse for aux fan... Behind the fuse box I saw the relays hiding under the steering wheel, took the 2 bolts out, but couldnt find anymore bolts to take the cover off, I didnt want to tweak anything so I didnt go any further... I checked to see if the fan was froze up, it was stiff at first but turned free after a full turn... Can you guys give me a hand trouble shooting this?

There are five bolts I believe. I fanagled mine off that white clip int he back without damaging anything because I had to check that fuse and had no tools at the time. It's right near the firewall on the left hand side of the steering column. It's a 40A next to a 50A fuse. Apparently, it's common to see it go so good luck.
BTW, I'm having the same issue, though my fuse is O.K., at least I think it's the correct fuse.

Hey, what I did (very recently) was unplug the aux fan, grabbed some wire and hooked it straight to the battery (if you follow the wires, there's a connector on the driver side fneder area, under a black cover)... mine came on immediately so I went to the fuse. The fuse is located under the dash on the driver side. There is one or two bolts in the fuse panel area and a few more by where your knees are (there are covers covering them, one is about 3/4" tall and a few inches long on the left and there is a smaller one on the right), pop the covers off and the bolts are tucked up inside the hole.... pull the panel down and teh 40 amp (large fuse) is right there underneath next to a 50 amp fuse.

This shows what I am talking about, although I don't think it is the B5 (very similar though, just scroll down to where the talk about the knee bolster)
http://podi.ca/Installation.aspx

Good luck!