Thats no Moon, Thats a space station!
i had the same problem when i bought mine, after checking the stuf as 1animal1 says i ended up getting a secondhand hadex unit and replacing mine as it was faulty.
you can get secondhand ones quite often these days as people are upgradung to the sports haldex unit (if your feeling rich you could always do this too)
Audi S3 8L BAM 225 2002 - Ming Blue : Silver Heated Leather, Armrest, RNS-E - Bose, Alloy Mirrors, 18" RSTT`s, Sunroof, Cruise, AutoDim Mirror & Usual S3 Extras.
Mods : Badger 5 Stg 2 Custom Map, FMIC, 3" DP & 200 Cell Cat, 007P, Jetex Filter & 80mm TIP & Heatshield, Complete LED Kit, Gen VW Aero Wipers, Full Powerflex Kit, R32 RARB, AP Shocks & Springs, 15mm Front & 20mm Rear Spacers, BB Uprated Actuator, N249 Delete & Catch Can, AP TVR 4Pot Brakes & DS2500`s, Sachs Carbon/Kevlar Clutch