Well - I installed a K&N filter in my 07 A4 tonight. It was actually pretty easy, but i'm still amazed that they didnt put the airbox together with a couple of snaps at the top rather than the two screws... Anyhow, I do have one question!
What in the world is the clipped in (cone type) filter for that clips into the intake pipe section that sticks into the top of the air box? Wouldn't removal of that allow for much greater air flow?
Anyhow I washed it out as it was pretty dirty - I was just surprised to see that in there as i had never seen a filter like that in an air system.

 

It's a pre-filter to stop the bigger bits from reaching the airbox. From what I've read, people claim that it is not present in cars sold in some other parts of the world.

 

I find it kind of wierd that they put it on the one air dam and not the other, I don't know about you guys but I have found some pretty interesting things in my airbox

 

Yup... bee's, wasps, other bug critter remains, chunks of gravel, etc.

I blow out filter and clean out airbox at least once a year, usually fall time.

 

Yup - there was all kinds of crap in mine too... so obviously if it cant come in through that sub filter then the junk must come through the other opening in the side. I wonder if that side opening is fed from the front spoiler airdam on the passenger side where the intercooler is? That would explain how all that crap is forced up there! I'll take it apart this weekend and have a look
My old 325i had a similiar setup (only without that pre-filter screen) and i never had big chunks of dirt in it - ever.

 

Don't worry about that