As said above its brakes.
To check if its pads, or discs, or both, go out and have a look, the fronts are the only ones with Wear indicators, so its telling you about the front brakes, but you need to check the rear too.
Have a look at the pads, they should be approx 2mm-3mm thin at most as per Audi guidelines (better to be safe than sorry), any thinner than this and you need to change them.
The discs need to have no, or a very insignificant lip, the easiest way to check this is to run your finger up the disc from the hub to the outer edge and see if your nail gets stuck on the lip. even a 1mm lip on each disc is too much and is immediate replacement per Audi specs.
Refer to previous threads on brakes, but if you are replacing discs/pads, make a careful choice about which ones you use, and for the price, don't buy from a main dealer, if you want genuine, go to Euro or GSF, or if you want better braking, go Black Diamond or similar with decent pads.
Its easy to do yourself too, and as long as you dont trap any air in the system, you wont need a garage at all, it should take approx 20 minutes per wheel to replace brakes. I aim to do a proper guide next time I do someone elses brakes.