yeah i worked a vw and the radios are fairly tight in there. he is right just snap all 4 in and pry like hell lol... the stock radio is a heck of a nice unit if its a b7 a4 (great s/q and can get very loud with no problems) may i ask why ur replacing it? anyhow the key to it is keep pulling and then relax and pull it and relax... just gets rilly tight in there.
Another help could be turn the car on and let the heat come on maby it will warm up the dash and let the plastic expand a little... just enough to help u squeeze it out of there.
sug. tools : keys( ofcourse), plastic prybar / pry stick , bandades from when it hits u in the face after u pull it out... i have cut my hand up pulling one out before so watch out lol. good luck