We have a 2004 Audi A4 and everytime the weather starts to turn cold, the power steering begins to moan. Last time we put some special type of power steering fluid in it (my husband knows more about it) and it seemed to help, but it is back and it is a bit obnoxious (the noise) and it sounds/feels kind of painful for the car. Please let me know if you have any ideas! Thanks in advance!
Your power steering pumps is the likely culprit. You need a new one.
You can confirm this by listening under the hood while someone turns the wheel.