To reset the SERVICE reminder after oil change, you can do this.
If your instrument cluster has 2 knobs, one on each side (Older A4's, 1998-2004 A6's, TT's up to ~2006):
1. Press the right knob and hold it, turn the ignition on, release the right knob and press the left knob, the display should change to service in ----- miles. Or....
If your instrument cluster has a little wrench on a button on the right (2002-2008 A4's):
Press and hold the wrench button. Turn the ignition on. Without releasing the wrench button, press the 0,0 button next to it. The center display should change. (My 2003 Audi A4 has the wrench button and I was able to reset it this way)