Enter an incorrect code on many of the older radios, and you will need to leave the radio 'on', with the key in the ignition for at least an hour, to be able to enter another code.
Depending on radio type, you may have a limited number of attempts before the radio locks you out (visit to dealer, or someone with the right equipment)
Find your radio model (probably a 'Delta CC' or 'Concert'), and follow the programing instructions here:
Ti Kan: Audi Radios
Delta CC
Ti Kan: Audi Delta CC Radio
Concert
Ti Kan: Audi Concert Radio