Yes, it's possible but legally a grey area. You're supposed to have headlight washers and automatic levelling to be completely legit. Some people do it anyway and get away with it but clearly that's up to you if you want to take the risk.
You would need to check the type of bulb you need (probably H7 if you have halogen lights I would think) and being an Audi it will need to be a canbus compatible kit so that it doesn't trigger and bulb warning lights on the dash. Also check how the current bulb fits in - if it's just a spring clip then the standard hid kit H7 will be OK, if it pushes or twists in or uses some sort of adaptor, then you may have to buy adapters to get the bulb to fit. You will be required to drill the bulb covers in the back of the headlights too, so that the cable can pass through to go to the ballast.
They usually offer a choice of bulb colour - 4300K is OEM, 5000k is pure white, 6000k has a hint of blue. Personally I like 5000k but that's just my preference.
Hope that helps.