Copied from the S3 FAQ above, but worth repeating...
02 S3 takes a 17mm bolt, not a 22mm. Motion Pro makes a handy 4 in 1 axle tool that has the common hex sizes (17, 19, 22, 24mm). Only the cro-moly version has 4 sizes, the aluminum does not have the 17mm size.
www.motionpro.com. Does the job for Speedy and my FJR.