The remote keys have three different components combined into one key.
1. The battery powered 'remote' part, that unlocks the doors.
2. The immobiliser transponder capsule, hidden in the plastic next to the blade on all keys. (even the tiny black plastic one)
3. The 'laser cut' Key blade, which is cut differently for the master and workshop, (only main & emergency keys open the glovebox)
Transponder capsule
Location in 'old' key
Location in flip key
The 'remote' part which unlocks the car is sync'ed with the central locking control unit via the 2 key method, or vagcom etc.
This is integrated into the RF central locking pump on most 94-00 Audi's.
The transponder part disables the ignition immobiliser and is sync'ed to the instruments/ECU, it allows the car to start for more than 2 seconds.
A new key can be synced to the car by the dealer, or with VAGCOM if you have your 'Secret Key Code'.
Here are a few useful links for Remote Central Locking:
B5 A4 Central Locking FAQ - VWAUDI Forum
"How To" The Remote Key Fob Thread - VWAUDI Forum
Ross-Tech: VAG-COM: Diagnostic Procedures
Ross-Tech: VAG-COM: Audi B5 VAG-COM Info