If your not that bothered with quality then you can pick up a replacement stock sub (with the sub/rear amp inside it) for around £30 on ebay. It'll be a straight plug & play install as all the wiring is there already.
You should however be getting sound from the front speakers as these run stright off the HU. I'm assuming the HU you have sourced is an original Audi HU. This must have been out of a Bose equipped car so will have the internal amp switched off. To switch it on you'll need someone with VAGCOM, as this is the only way to tell the HU to power the front speakers.
If you want really good quality then install a proper 4 channel amp and run 2 channels to the rears and 2 channels bridged to a sub (or one of my stealth subs). I can provide an adapter to give you the feeds from the Audi loom to plug into an aftermarket amp without chopping the existing wiring, so all you'll need to run is a power cable from the battery.
Here you go:
http://cgi.ebay.co.uk/Audi-A3-Sub-woofer-subwoofer-Active-sub_W0QQitemZ270189315106QQihZ017QQcategoryZ18805QQssPageNameZWDVWQQrdZ1QQcmdZViewItem