I recently installed an amp wiring kit in my A4 B6 Avante and there was a rubber nipple just below and to the left of the battery (between the battery and brake servo). The rubber nipple just needs to be cut off to give you a nice hole through the grommet straight into the cab, behind the glove box. Easiest thing to do is remove the glove box so you can get easy access to the inside.
I bought a small aluminium rod (about 4mm dia.) and pushed through the whole once I had cut off the nipple. You need to push through some resistance, I think there is a bit of fireproofing or something but its not very hard to punch through, but be careful as there are wires and pipes up under the dash. Once your steel\aluminium rod is through, tape your power cable to the end that's in the engine bay and pull it through carefully, job done!
There are some pics around of this because I found it online and followed it, can't remember where though.