First thing to do is remove rear light covers and check brake light bulbs, could be as simple as blown bulbs as have seen this problem before and it brings up warning lights on dash .. read link ..
http://www.audi-forums.com/b6-forum/44046-esp-warning-light.html
or other option is brake light switch could be faulty and needs replacing
http://www.audi-forums.com/b6-forum/44046-esp-warning-light.html
or other option is brake light switch could be faulty and needs replacing