I have a 04 audi a4 1.8t quattro w/ 6speed.
It is stock and i need more power, so what is the first mod that do.  Any suggestions would be helpful  

Start with the simple stuff first - cold air intake, cat-back exhaust. Your car has to be able to breathe freely in order to make power. After that, then you can explore items like chip tuning, bigger injectors and turbo mods.