I remember having an option on my B5 Audi S4 - but there was a button to press so, sometimes i was just driving with the fog warning light on and people were trying to tell me that one of my bulb went out. it was pretty annoying -

 

Yep, I got annoyed with this as well... hahha. Right of passage into ownership

 

Holy crap, I wish I'd found this thread sooner...just tried EVERYTHING and thought I'd do a search to see if anyone else had the same prob.

I had a bulb in there though... so curious which stealer charged me to put it in there! (and how much)

Damnit!