I had this from the offset with my S3. Almost sounded like it was coming through the speakers and only when in 5th gear. I thought it was normal until I drove in another couple of S3's similar to mine. I was still just under warranty and Audi dealer had it for about 3 weeks as they kept replacing sections of the gearbox trying to resolve.
Turned out to be a synchromesh issue. Dealer said they'd of liked to just swap the entire gearbox but apparently Audi wouldn't let them under warranty so they kept taking apart and fiddling replacing till it went away.
Mind you not that I trusted the dealer one bit. But basically if it's the same thing, I don't think it'll do any harm, but if it drives you crazy get someone in the know or a trustworthy dealer to check out the gearbox.