i assume your cars an audi tt? lol
i dont actually own one but the ecu is under the bonnet at the back left of the bulk head just around where the windshield meets the bonnet under the plastic seal on that back ledge (just above the suspention turret). you have to remove the rubber seal running along the top of the bulk head. pull it back about a foot then lift the plastic cover. you will now see the ecu, pull it out!
pretty easy i think.