It means the reserve battery in the alarm siren is running low, needs replacing.
Unfortunately Audi only sell them as complete units and they cost around £90.
I cut mine open with a dremel and soldered in a new battery pack as per some instructions on a TT forum which I'll try and find and post up.
The siren is located to the left hand side of the boot IIRC, need a 10mm spanner to remove IIRC.