What iPod do you have? It doesn't support some of the latest apple products. I havea 2005 Allroad with an iPod connector. It does not charge my iPhone (4), nor my wife's iPhone 4S. It doesn't charge my new iPod touch. But it plays music from all of them.
It's just the nature of the connector. Don't fret about it. Charge it at home, and then play your music
2005 AR 2.7 Black: GIAC stage 1, 710N, H-sport sway bars, Depo LED taillights
Past Audis: 2001 A6 4.2 | 2000 A4 1.8T Quattro 5-spd | 1993 100 CS Quattro | 1984 5000 CD turbo FWD