Funny you should ask... Mine is bad as well.
This afternoon I just took my rear passenger side wheel hub off to take to Napa to get a new bearing pressed in.
I did this first on my A4 a few years ago. It took for ever and I had a lot of problems with getting the center bolt that holds the drive axle loose.
Then a few months ago I helped a buddy with his rear axle bearing. That went a lot faster and easier, (plus we had some DIY instructions that he printed up from audiworld- that helped a lot)
What we did with my buddy's car was ordered a bearing through Napa, then took the spindle - or wheel hub (what ever you call that part that you bolt the wheel to) to Napa as well and had their machine shop press the old bearing out and pressed the new bearing in. I think it was around $75 bucks for the bearing and to have them press it in. Pretty cheap.
Then we put it back on his car.
This time was a piece of cake. (third times a charm.)
Any parts store could probably order it. I don't know if there are any certain brands for the bearing that are better then others, but I do know it seams to be a common problem for the A4/S4 rear bearings to go bad.
So I guess if it goes bad again I'll just have to replace it. I'm getting good at taking them off.
If you want pic's I can snap some and send them to you, but that write up has some good pic's in it too if I remember right.
If you are doing it your self, the best advice I can give is take off the center cap for your wheel so you can see the hub bolt while the car is on the ground. then pull your emergency brake.(you will need a 17 mm hex socket for the bolt - I think that is the size anyway) and a breaker bar, plus I have a pipe that I stick onto the breaker bar for leverage. I use this and it comes loose easy. If you try to break it loose with a regular rachet, it will be a lot harder.
once its loose, then jack the car up take the tire off and start taking the wheel hub off.
The second thing is to watch out for the abs sensor. On my buddy's car I snapped the bolt off that holds it in place. This time I told myself to be careful with it, but instead the little bolt came out easy, but I couldnt get the sensor itself to come out of the hub. I ended up snapping the part that holds the sensor to the hub completely off. GRRRR But I'm not too worried because it slides into the hub very snug so I'm hoping I dont have problems with it when I put it back in and it will stay in place with out that bolt. So if you do the work yourself. My recommendation is to take the screw out that holds the sensor to the hub, then leave it in the hub until you have everything else disconnected and have the hub off the car except for the sensor that is connected. Then take the longest extension that you have and hold it to the sensor on the inside of the hub and tap it out with a hammar. My mistake was trying to pry it off from the outside by twisting it back and forth with a plyers and that didnt work at all, just scuffed it up and snapping that one part off.
Ok other thing I would look at is eye up the rear rotors and break pads and if they need replacing - do it. Its all apart so might as well. I really want to replace these on mine now, but the funds are not there at the moment, so it will have to wait. But replacing the rotors and pads are easy enough so that can be done later. (If you do replace your rear pads your self, make sure when you push the piston in for the caliper to turn the piston as you push it with a C clamp - the first time I replaced my rear pads it was going so easy I thought it was a piece of cake until I went to push the piston into the caliper so I had room for the new pads over the new rotors. it wouldnt go in and i spent over 3 hours clamping the heck out of the thing and testing my patience and temper. I finally got them to go after someone told me that I needed to turn the piston as I pushed it in.)
One more thing, you should get the wheels Aligned after you replace the wheel bearings as well. One of the bolts you take out is an alignment adjustment. Usually you mark where it was so you can put it back where it belonged, but its still a good idea to get a 4 wheel alignment.
Ok that is all :)
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