Need instruction how to replace the lamp that lights the headlight and foglights switches in the insrument panel of my 2003 v40

Undo the 2 screws below the switches then pull the housing forward with the vents.
A tip on removing, pull the bottom forward and upward to release the bottom, then once released pull the housing towards you.
Release the clip holding the harness to the back of the switches. On the reverse you will find that there are a collection of bulb holders, these are the circular black things with a slot in it. Rotate through 90 degrees and then the holder will come out.
Replacements, Volvo do not sell these so you will either need to do one of the following:
1) Acquire from a Honda dealer, the old accords etc use the similar bulbs and holders
2) Acquire from a scrap dealer, don't forget to take an AVO meter with you to test the bulbs prior to purchase
3) Acquire 12 volt bulbs with a diameter no more than 25mm from an electronics store, you can then remove the original bulbs from the holders and then push the legs of your new bulbs through the holes at the bottom of the original bulb holders and then twist the legs of the new bulb around the way the original bulb connectors were.

Hope this helps.
M