I checked the FAQ for programming keyless remotes. It states the '96 models may require a different procedure. Does anyone know this procedure? Any help is greatly appreciated.

And I don't think any additional functionality (as shown for 97 and up models) can be programmed for the 96 A4.

Assuming you're just adding a new fob for a car that already had the keyless entry feature.
You'll need two keys.
1) Open the driver door, turn the ignition switch to on, but do not start the car.
2) Close and lock the dirver door with the other key.
3) Hold down both buttons on the fob for about 5 seconds. The lights should flash and the alarm horn should honk.
4) Open the door, remove the key from the ignition. Close and lock the door with the key.

Your remote should now work.