I've been watching the thread below with interest and decided to take the plunge and give it a go!
http://www.audi-sport.net/xf/threads/s4-exhaust-valve-tweak.326088/
Very simple mod, start the engine, stick it in Dynamic and Sport on the gearbox, which opens both valves, turn the car off and then disconnect the connector from each valve, taping up the male and female ends to avoid water/dirt ingress.
The car sounds so much better, without needing to scream the knackers off it in sport mode all of the time.
Another benefit is you don't get the one dirty exhaust, you get four mildly dirty ones instead lol!
If you're after a slightly deeper grumblier exhaust note it's well worth the 5 minutes under the car!