Carefully take off the abs/airbag panel to the right of it by prising with a screwdriver and pulling out straight so you dont snap anything. With this out you can feel one clip on the right side of your light switch towards the top. Press this in and it should easily slide out.
Do they? Bloody hell! I broke mine by not pulling it off straight but found a complete unit for 7 on ebay to replace it. Would be chuffed but when i put my nice new one on I also found out I had problems with the airbag AND ABS. Had not noticed when i bought the car cuz the guy had smashed both LEDs inside it. Lesson learned I suppose. Good luck with your fogs!