It's not too difficult. Here are the basic steps:
1. Jack up the car a few inches (optional), if you want more space to work with. Of course be careful when doing this.
2. loosen the front, flat part of the wheel well (near the bumper area, right under the fog lights) . There should be 3-4 screws right there. The black plastic is pretty flexible, so you can bend it while working under it and don't have to remove the whole thing.
3. get your head under the bumper and look up. you should see a black piece of metal that holds the fog lights to the car. There should be 3 bolts. If i remember correctly, one of them is golden/silver color while the other 2 are black.
4. Loosen the golden/silver color nut. find a wrench that can fit into that small space.
The fog lights should come loose after this.
5. Might want to disconnect the fog light connectors so that you can pull out the fog lights completely.
6. Undo the two screws at the back of the fog lights that hold the fog lens. that should allow you to change the bulbs.
7. Put everything back together in reverse order.