Turbo broke inmy 2002 audi a4. Please help!!

Sounds like a cracked piston ring to me. If you didn't do a re-ring when the head and turbo work was done, you probably should have. Now it may be too late.

is it smoking from oil leak or from exhaust.

I’m happy to assist further over the phone at https://www.6ya.com/expert/howard_977676954994c5b2

GO AND REPLACE THIS SCRAP CAR

The door switch is located within the lock assembly and cannot be serviced. You must replace the lock mechanism.

If somebody replaced the turbocharger with a new one, you must check up all command vacuum lines, the entire air intake system (air pressure pipes, intercooler, connections, EGR - throttle vane, ...), and also turbocharger and EGR command solenoid valves (three pieces). Could be also MAF sensor defective! Here you have the vacuum air pipes connection picture for Audi A4 1.9 TDI (AJM engine):
Please Rate my Response! Thanks!

Hi i have 02 audi a4 slimline. on motorway going 70 mph and to past a car dropped it down to fourth gear probly hit 90mph. Drove for a further hour and a half, and hear a bang under car. car started to loose power. was drivable but hissing noise come out of it when accelerating. Feels like turbo not kicking in. Would this be that the turbo has blown of maybe burst pipe or something. If anyone can share a light on this i would be very greatful. Cheers

I've seen quotes in the $1500-2500 range, depending on what needs to be done and what the parts prices are. Regardless, when you do it you may want to upgrade or at least replace the diverter valve (DV) as well - they have a plastic diaphragm inside and are prone to failure. You can buy a new OEM one, an aftermarket one such as a Forge DV, or upgrade to an OEM DV from an Audi TT 225.

If you're in the northeast, I can help you out with this - I can change it out in my garage and I happen to have a pair of OEM K03 turbos from a 2001 S4 sitting on my shelf:) If you are in this area, leave me an email address where I can contact you and I can arrange to help you out (at a significantly lower cost than those shop prices quoted above).

My guess on two turbos would be $6000.  Is there a local place that rebuilds turbos?
When you receive advice from this website you have to understand that without the item in front of us, we are only able to provide "a best guess" as to what the problem might be based on you description of the defect.  If you haven't described a clear and precise description of the defect you decrease the chances of an accurate reply.  Thank you.   

get it put on a code reader and see if there are any codes first,this may lead you in the right direction rather than do a guesstimate

Most likely yes, but you may want to investigate whether a second-hand turbo is a better option price-wise. I don't know what the TDI turbos sell for, but on the gas engines, the stock K03 turbos only go for a couple hundred dollars (or less) used, with no endplay. It may be less hassle to just source a replacement in order to get your car back on the road. You could then have your turbo rebuilt at your leisure and keep it as a spare.