In regards to exhaust sounds I was hearing, I have come to find a Technical Bulletin from AUDI on this issue. I thought that all A4 2.8L V6 owners should read this! Here is the bulletin verbatim from AUDI.

Group: 26
Bulletin number: 96-03
Date: Nov. 20, 1996

This bulletin supersedes bulletin number 91-06 dated 10/25/91.

CONDITION: Rasping noise is heard (with cold engine) at end of tailpipe when RPM's are increased.

Noise cannot be heard when engine and exhaust are at normal operating temperature.

The system is designed to reduce exhaust system corrosion by extracting water condensation when the system is cold.

This design feature may cause a noticeable change in exhaust system noise level during engine/exhaust system warm-up.

SERVICE: If a vehicle exhibits this condition:

Inspect exhaust system for leaks at clamps and fittings. If no exhaust system leaks are found, DO NOT replace or attempt to repair or modify any exhaust system components.