A6 Avant Multi

Hi all,
Can anyone give me some idea of what I should be getting in terms of fuel economy. I've got a 1.9TDI 2004 A6 Avant, with the multitronic box.
I'm doing a lot of town driving, which isn't good for economy - about 34mpg. But even on a motorway run I'm only getting 36mpg. The car has covered about 3500miles now. I have asked the dealer - and he just keeps saying it will get better. But I've seen no change.
I know someone who has got a 2.5TDI and he gets 40mpg on a good run.
And then I read in a newspaper yesterday that the 3.0TDI A8 can get over 40 I started to think again!
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