[Biturbos4] Engine overheated. Bad thermostat?

[Steven Lin]

I have a '00 S4.  As I was driving to work, I noticed the water
temperature gauge go up.  Soon after, the coolant overheated warning
light came on.  I pull over and the coolant in the expansion tank is
boiling.  Coolant level looks fine. 

What's the standard procedure for diagnosing this?  Could a stuck
thermostat be the cause?  Where is the thermostat, and is it easy to
do a DIY replacement?

-- 
Steven