You have high beams if you pull back but no low beams? If you are a non do-it-yourselfer, you should take it to the dealer and trade it in on an Accord.
If you are an actual A4 enthusiast, you can always fix it yourself!
(Photographs by Bubba)
Start by taking the steering wheel off. There are two Torx screws on the backside. You will need to leave the key in the ignition to be able to turn the wheel side to side. Unless you like airbags exploding in your face, disconnect the battery.
Then take off the steering wheel. It is a good idea to lock the wheel in the straight ahead position so you can put it back on correctly. I use a large Torx for this. It is one of those annoying Audi specific bolts but the Torx works fine.
Unscrew the trim panels on the steering column. You can move the column all the way out to help get more room.
Unplug everything from the back of the switch. The switch is held on with a 4mm allen clamp that you will find on the top of the steering column.
Now that you have the offending switch out, take the silver cover, held on by four small Torx screws, off. Do this over a clean workbench so you don't loose anything from inside of it. Nothing goes flying, but still...
That little bugger I am pointing at with the pointer is what is not working. Pull it all apart and look at it. It will be melted at the bottom and not making contact with the switch. You need to take it apart ( remove the contacts from the plastic prart, and there are springs in there ) clean up the plastic so the contact can slide in and out again...
Also clean the switch side with a small piece of sandpaper.