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As for difficulty.. if you have GENERAl knowledge about anything at all... I'd tate this as a 2 out of 10 in the difficulty dept. I'm not 100% sure as to weather the SE's have teh hole behind the badge, or not.. I think they do. Regardelss of there being a hoel or not, you'll still have to widen the hole with a dremel just a bit.the absolute "hardest" part is just routing the wire around the wheel well to the front headlamp to plice it in.... and I'm sure that doesn't sound dificult at all. Have fun! Oh.. and don't go buying those cheapy huge-mongous turn signal things from pepboys (APC).. they don't look all that well and the lens on those WILL come off in a car wash becuase they "lightly" snap on.
Good place to find some Audi A6/A8/A4 side markers (the best one's to use in my opinon) are found at teh dealership or
Here!. Scroll have way down, you'll see a clump of them for 9 bucks.. buy one of those.