Found a weird part when replacing my door glass (95 A6)
 

I took the driver's door apart to put in a new windows as the old one was shattered. The install went great except I wound up with an extra part. Before I put everything back together, I figured I'll check with you guys on what this thing is and if I really need it in there. The part number is "4A0 837 153 A". it looks like a little wedge and it is made out of aluminum. It's part #2 in this diagram: http://www.auto-parts.spb.ru/cat/au/...XVhfXtKd_dKG1t

Pic is attached. The windows seems to work fine without this thing in there... Is it worth investigating what its for?

That part is called an adjustment wedge. It was installed for a reason, so I would recommend re–installing it.

I would love to reinstall it but the problem is I can't find where it's suppose to go. The diagram I linked to is not much help.

Probably the best way to figure where it goes is to inspect the passenger's side.

It is item No2 in the diagram. It is where the glass frame is mounted to the door shell.

upallnight is right. Just did mine, it goes on the bottom right 13mm bolt as a shim between the inner door and the outer door. From what I can tell looks like Audi misdesigned the part (bottom width a hair too short) and implemented this as some sort of assembly line fix.