Hi,
You probably already have the A4 type 8EC/8ED. In that case, you need a system with CAN bus support.
http://shop.dieselschrauber.de/index.php/cPath/23
16-pin diagnostic connector: Unfortunately, I don't know the exact location offhand, but it's generally located somewhere near the steering wheel, below the driver's side hood release lever, or in the center console (ashtray area). Usually, there's a cover plate (approximately 6x2cm) over it for aesthetic reasons.
Best regards, Rainer.