Now done, the filter was £13.75 from GSF. I took some pics which along with David and Simons info should give people an idea of what to expect when changing the fuel filter.
The first pic shows the car on the ramps, I left it overnight but there was still quite a bit of fuel that dropped out, some of it into my eye!
The second picture shows the panel that you need to take off, there are six 8mm bolts that hold it in place.
Third picture shows the old filter in place, it had the Audi logo on it so I am assuming it was the original.
The fourth and fifth picture shows the new filter and the new filter installed. I did have to turn the ignition key a couple of times to get the fuel running through the new filter but had no problems after that, done about 30ish miles on my new filter.
Thanks for your help David, wouldn't have known where to begin without your help.
EDIT: Just noticed in the last picture the filter isn't connected from one side, obiously I took the picture before I did!