I actually just had to replace both of mine on a 2001 which both failed within a month of one another. I've seen a lot of TT's driving without them because they are separate from the turn signals, and Audi lists that there is no parking light bulb for some reason so even with talking to the dealers it was difficult to find the bulb. Through some online research I found out that the front parking bulb for a TT is a H6W bulb. The hardest part of the changeout is just finding someone who sells the bulb. You can try an Audi dealership, or a Mercedes dealership (only two brands that I know use this bulb). I just found mine online. To change it you just turn the plastic holder 1/4 turn, there's not even any wires connected to the bulb socket. You can see a picture of where the parking light socket is here (ignore the rest of the directions, they are for the turn signals): http://mk1tt.montebellopark.com/frontbulbs.html Takes under 1 minute to change them both out.

Hope this helps out!

I have the same problem on my TT and the fog light don’t work as well when i pull the knob out, does any one knows how to fix it? Thanks