Nice one :)
Rust on front wings is a common fault on vag cars from this era including a3, a4, a6, golf, Bora to name a few. It's due to foam inserts attached to the inside of the arch between the metal and arch liner. However the foam retains the moisture and thus causes the rust.
The only proper cure is to have the wings replaced which will cost you around £1000 all in. I paid this approx on my a6. Obviously you could botch it with filler but this is only a short term answer.
Cheers
Steve