Yes quite often those O-rings are omitted and also sometimes the bolt spacer is not used....both are necessary. Worry not... the worst part of your problem is going to be the 2nd tranny bath. The "My A4LD Rebuild Diary" (In useful threads) has pictures of all this in.... part 3B or 4 as I recall.
Oh heck, here is that post... save ya some time.
The filter you want to use is the one made my SPX called the microfelt filter. FRAM markets it. Unfortunately PEP Boys does not carry it, nor does AutoZone. Kragen (or the other names it uses in other parts of the country)...DOES. It is cheaper from bulkpart.com, but you need to make sure you order the o-rings and gasket. In my rebuild kit... the O-rings had to be ferreted out from the mess in the grab bag.... I have heard some sellers do not even include them.... leading to DIY errors... By the way I checked a box at Kragen today - the FRAM one... it HAD the O-rings....
...Let's walk through this....here's the filter...bottom
and top..
The filter essentially "plugs" into the bottom of the valve body.... in 2 holes... a BIG one...
and a smaller one...
the fit needs a "gasket" or in our case an O-ring... here's one on the big "plug in" portion of the filter...
and here is one on the smaller one...you can clearly see the "microfelt" element....
speaking of which here is a view thru the pickup....
The early filters were but a poor screen... this filter is MUCH better... BUT... people need to know what ALL is needed.... so SAVE the O-rings off the old one and reuse them.... Oh and the attachment bolt they provide.... is too long... SO do they give us 2 bolts and instructions? NOOOO we get but a single bolt... with a funky washer/spaer on it... if you are 4WD... USE THAT washer/spacer.... (it is almost like they WANT you to mess it up, ya know? grrrr)... here is the bolt AND washer/spacer (whichever you prefer to call it)
another view
One last note.. lube the O-rings.. it is a tight fit and may require a little effort to seat it properly....it needs to be liquid tight.
Here it is installed...