I've got the 2001 A4 and I'll tell you what I ended up doing...

The tuner, initially, didn't work. This has to do with the original radio powering the antenna. You need to go by audio dimensions or custom sounds and pick up an antenna adapter, make sure it's the adapter with a red wire coming off the side ... this means it will accept power from the blue antenna line coming off the empeg.

As for standby when removing the ignition, mine will sometimes stay on for about 5 or 6 seconds after i turn off the ignition, but then it goes into standby. If yours does not, I would investigate the wiring. My guess is that the ignition and battery leads are swapped from the harness.

Greg