Hi, do you have kids?
Might seem like a strange question, but this has happened to me a couple of times before, shortly after I bought my A4 (B6) and I was baffled ... for a while!
It turned out that my 5 year old son had been playing with my new key in the hall, within range of the car on my drive. (The flip style keys are a great toy, it has to be said!) /ubbthreads/images/graemlins/wink.gif
Pressing the various buttons he'd obviously managed to open the windows and the boot. But since the car door was not opened, it then automatically locked itself again, but leaving the windows/boot open.
If its not the kids, then could it be you sitting on the key whilst its in your pocket, or something similar?
I now always check the car when I lock-up at night, and keep the key by the bed. Its not happened since.
Hope this helps.
Miek