I just got an Audi and was having this problem... enough so I was vaguely thinking of taking it back to the dealership. I figured I'd give the manual a read and sorted out what my issue was. I am not sure if this is your problem, but my issue was, I was pressing the brakes while pushing the key in.

Basically you have to press the brake in to start it, but if you press the key w/ the brakes down while turning it off, it (somewhat randomly) will go into "ignition on / ignition off" mode for each press. Basically if it is in ignition on mode, the key fob gets stuck w/ the engine on, you can push it in again to let it go.


I am curious if this was your issue, it certainly was my issue :)