Like most Audis back to the late 1970's/early 80's our steering systems have a damper (shock absorber) to help take the "kick" out of the steering. This steering damper also helps to eliminate the quick darting in one direction and then another that we often call "tramlining".

The damper looks like this:



The PN is 4A0425021 and the arrangement is as shown here:



There is also a Audi Fox damper that works (PN 305424021 2) and usually costs less.

Here is a link to a great Steering Damper R&R by Fred Munro (Note: his steering damper PN is wrong (prefix is 4A0 not 431 (his eyes might have been on item 13 above while he was typing):

Link to Fred Munro's Steering Damper R&R