Before you 'upgrade' to the RS4 style alloys, take the time to have a look at the various threads on problems people have encountered with this wheel.
I am still in discussions with Audi UK regarding the experience I have had. I would not use this type of wheel myself in the future and would advise anyone else to think about other alternatives as well.
The main problems stem from their tendancy to buckle, due to the very thin tyre used (205/40 = 82mm sidewall height). The interesting thing which I have pointed out to Audi, is that the part number for these wheels is actually an A3 part number and the only tyres that were used in this application were 225/45 tyres = 101mm sidewalls. This increase of very nearly 20mm makes a huge difference and on A2s, you will find virtually every bump and imperfection transmitted to the alloys themselves.
Now on your SE, the softer suspension will probably ensure that the harsh ride isn't passed on up to you, but the wheels themselves will almost certainly be suffering.
Cheers,
Mike