Which bulbs? the inner ones or outer ones, You have a GLI so you should have HID's on the outside, the inner bulbs do not work on these (US Spec) because of the BI-Xenon outer headlights, but they can be enabled with VAG-Com/VCDS.
06 A4 Quattro- Arctic White Sedan
Mods: APR Stage 2, Stasis Exhaust, Stasis Coilovers, S4 Brakes, RS4 Sway, and Wheels
SOLD-07 GTI-United Grey 5dr DSG