Steady Welly me ol' mucker... Mick, is your car an S3 or an A3 as they are different... S3 is as simple as Welly has suggested although maybe not the WD40 on the turbo end of the TIP in my experience... hairspray works better as it will evaporate without leaving oily residue which could cause the TIP to vibrate off the end of the turbo...
If you have an A3 then good luck! LOL... its a bit trickier on an A3, A3Tom has done an install guide somewhere on here for the A3
<tuffty/>
Hey? My A3 was easy enough dude, I followed exactly that process..... LOL. I I like WD40 so there!
EDIT: Oh, the metal intake elbow!! I forgot about that....
Before...
http://www.audi-sport.net/vb/showthread.php?75046-How-To-Fit-a-TIP
After...
http://www.audi-sport.net/vb/a3-s3-forum-8l-chassis/75046-how-fit-tip.html
Using the power of my IT background and swapping bits of the actual URL about I came up with this..