Here is how to remove the front bumper cover on your B6 generation Audi A4. The bumper in this photo is from an UltraSport A4 and while it looks different then a regular A4 bumper, everything is mounted exactly the same. Let's begin.
Front Bumper Removal
1. Start by removing the lower grille. Just pull the tab down and remove the plastic part. Do the same for the other side.
2. Loosen the allen bolt that connects to the shock absorber. Do the same for the other side.
3. Remove any clips or bolts holding the belly pan to the bumper (not all of them are shown in the photo). To remove the bolts, use a screw driver and rotate 180 degrees.
4. Remove the wheels to get access to the fender liner. Remove the clips and torx bolts that secure the fender liner. There are a couple more bolts at the top of the wheel well that are not shown in this photo. Do this for both sides of the car (duh).
5. Peel back the fender liner and remove the last torx bolt along with three nuts that hold the bumper (arrows). Do both sides of the car.
6. Use something flat like a screwdriver to disengage the bottom portion of the bumper from the guide (circled in red) and slide the bumper forward a little.
7. Before you can fully remove the bumper you will have to disconnect two electrical plugs and the headlight washer line (it's a quick disconnect fitting so undo the clip and pull out the line).
8. With everything disconnected you can now remove the bumper.
Front Bumper Installation
Installation is a straight forward reverse of the removal steps.
Make sure you replace the green o-ring around the headlight washer line. If you reuse it, there is a good chance that it will leak at the quick disconnect. Ask me how I know :)
Torque the big allen bolts to (26NM or 19 lb-ft). Torque the bumper nuts (one ones behind the fender liner) to (4NM or 3 lb-ft).