You need to get one either from Audi dealer, or from TTshop (google it).
When you look down at your engine, there is a circular metal fuel pressure regulator, with a vacuum hose, it's on the injector rail, or thereabouts.
To change it is a 2 minute job, undo the clip holding the existing one in, pull the 3 bar out (gently) wipe up any excess fuel, put new one in, put clip back in, done.