Yes, there is a way to find out via the climate control. Any trouble codes that are stored will be listed in number 1. Here is a list of the trouble codes that could be displayed there. Take a look and let us know what it is.
http://www.audiworld.com/tech/int6.shtml
scroll halfway down for the DTC's. It's only a partial list, so your code might not be listed there. If it's not, you may need to find someone with a vag-com to diagnose it for you, here's a list of people with vag-coms, see if you can find one near you.
http://www.steve-hall.com/cgi-bin/VAG-Locator.pl