The cold weather can bring any weaknesses in the condition of your Audi power-steering system to the forefront; this is especially true for the 3.0L vehicles. The power-steering noise is usually described as a "groaning" sound. There's a progression of potential problems that need to be addressed, beginning with a healthy power-steering system that's just a bit low on power-steering fluid, ending with a leaky power-steering rack with failing seals and/or an abused/failing power-steering pump). Be aware that the Audi dealerships often take the stance that you must blindly replace the power-steering rack and the associated power-steering pump. Diagnosis of the underlying causes is key to determining where to begin.
If your power-steering system is fundamental healthy (no leaks or failed components), the issue is often just a case of slightly insufficient power-steering fluid, allowing air to be sucked into and circulated within the power-steering system, producing the "groaning" noise. For many of us, the information in the following link can quickly resolve the "groaning" problem (<$20 for materials):
DIY: B6 A4 3.0 - Power Steering Noise Fix - Audizine Forums
The next step in working to resolve a power-steering "groan" is to flush and replace the power-steering fluid. The Audi power-steering system is very specifically tailored to use ONLY Audi-spec mineral-based synthetic power-steering fluid (the "green stuff" as it's referred to in the vernacular). Running any non-approved power-steering fluid (or any sort of mix of power-steering fluids) can result in the rapid decline and failure of the Audi power-steering system. The Pentosin CHF 11S is readily available from a number of forum sponsors (you can also find it at most NAPA auto-parts stores --- it's used as hydraulic fluid by a number high-end industrial equipment manufacturers). Cost is <$50 in materials, labor costs will vary.
If a flush-and-replace of the power-steering fluid doesn't quiet things down, the usual next step is to replace the power-steering pump. This service step assumes that there are no obvious leaks from any portion of the power-steering system and no on-going loss of power-steering fluid. Again, the dealership service-writers will try to convince you that you must replace the power-steering pump and steering rack as a monolithic unit (their usual rationale for this approach is that either portion of the power-steering system will "contaminate" the other). The power-steering noise that was plaguing my wife's 2002 A4 3.0L Quattro (~100K-miles on the odometer) was eliminated at this step --- no subsequent "contamination/cooties" between the power-steering pump and the rack has prompted any steering system failure. Cost is ~$330 in parts, labor costs will vary.
The final step in eliminating any power-steering system noises is to replace the power-steering rack. Cost is ~$700 for the rack, labor costs will vary.