What the #!&? How do you remove the plastic lug nut covers?
 

Is there a special tool (that may be missing from my tool pouch)? Thanks.

Yea, should be a tool in the kit that looks somewhat like wide tweezers.

There is a tool but you dont really need it. Just use whatever and be careful.

The tool is a plastic U shaped deal, use it to hook onto the caps and pull.
 

you can pry them off (carefully) with a screw driver if need be.

Your tool kit should have included this tool.....
 

<img src="http://pictureposter.audiworld.com/116/lugbolt-cover_removal_tool.jpg">

This is the correct tool to use to remove the plastic lug-bolt covers. Snaps onto the covers and pulls them right off with no contact to wheel itself. Your dealer will probably give you one if you tell them yours was missing from your A4.

Regular screwdriver works but be careful!

You da man!
 

I bought the car used; the tool kit has a u-shaped metal tool that my wrench imediately identified as the tool for prying off a moon-style chrome hubcap from a 1960's vintage porsche! And it doesn't work for the A4!

That U-shaped metal tool (which I have as well) was used to pull the center caps off of certain....
 

....wheels. I believe it fits the 15" wheels that have one big cap in the center which hides all the lugbolts. Using that tool to remove the 5 plastic lugbolt caps will cause scratches on your wheels.

I use needle nose pliers. I got the plastic tool mentioned below from the dealer-doesn't cost much

I bent a big paper clip into a useable U shape to remove them w/out scratches