Just did this *today* myself, dead easy DIY job, you can have it done in 15 minutes no joke, all you'll need is a flathead screwdriver of reasonable length.
To the "inside" side of the foglight (towards the car centerline) there will be a lttle square gap in the grille/bumper, where you can see a hex-bolt (or a phillips screw head) for adjusting the foglight aiming. Pop your screwdriver in there, blade vertical, and just move it around gently an inch or two in until it hits something solid but with a little give, and push gently.
If you're in the right spot, you'll be pushing on the clasp that holds that side of the entire foglight in, and it will pop out. Slide it out and towards the centerline of the car and it the whole thing will just come out.
Unplug the foglight wiring, just a simple clip there.
Twist the shroud on the back about 1cm and it'll come off, the bulb is inside held down by small metal tension wires. Just unplug the hot wire from the old bulb, release the tension wires, and it'll come right out.
Replace, the bulb and wires, slide the foglight's "outside" pins into the grooves, then push on it, holding onto the bottom of the air dam with your other hand, until it "clicks" back in. All done.
If you need, I can take some pictures.
----DO NOT JUST "PRY" THE FOGLIGHT OUT AS SOMEONE HERE ONCE RECOMMENDED----
This will break the very small and fragile plastic clip that holds the "inside" side of the foglight in, and the foglight will not stay in if that clip is broken. I got the whole kit from BAV and lucky thing, since I broke one of them in this fashion myself today and had to replace the whole foglight assembly which is obviously meant to be done with the air dam / bumper off the car -- hard to get those screws out with it on.
Anyway, if that's not enough, I could take a few pictures for ya. Good luck!