Sounds familiar. I've done 5000 miles in my loan S3 now, and the gearbox is generally ok, with intermittent doses of being a recalcitrant git that won't engage first, or reverse when I want it to, or gets third instead of first, or reverse instead of first (and viceversa).
As I said in another thread, it's ok, but by no means as good as some Japanese offerings. It's not enough to put me off ever having a manual at all (Tremec 6 speed would do that), but it's not one of the worlds greats.