Stig,

The light switch at the steering wheel is known to fail after time. The problem is that Audi puts too much current through this switch and eventually the plastic connector begins to melt and your electrical pins don't make very good contact.

Some have been able to repair this connector, but others have had to replace the switch itself (can be purchased new from the dealer for $$$, of from EBay for $$).

Once it is fixed, you may want to invest some money in relays for your lights. You may find this link useful:
http://www.rallylights.com/useful_info/headlamp_wiring.htm

You can build your own harness (so the current running through your expensive light switch is to drive low-amperage relay coils, not high-amperage headlight bulbs), or purchase one that is already manufactured for that purpose. These professional harnesses have the correct connectors so you simply unplug your headlight bulbs, plug in the new harness to your bulbs, into your factory headlight harness, and supply 12 Volt + and ground. Very quick to install and it does not require cutting your Audi wires (so you can remove this when you sell the car). As an added bonus, you are able to increase the amount of lumens that your bulbs are able to produce with their increased current.

I hope that helps,

- Jeremy

1990 V8Q Zyclam Portland, Oregon (USA) http://www.MyV8Q.com/ Fun, Fun, Fun auf der Autobahn