Did this yesterday - piece of cake.
You need to take off the bottom of the steering shround to get to two of the nuts that hold the main dials in place. Then take off the top of the dash, revealing two more screws on top of the dials unit. Once youve done these, pull the dials away from the dash - this bit is hard and can take some brute force, so dont be afraid to get heavy handed. If youre having real trouble, the speedo cable feeds through the bulkhead in the passenger footwell - you can give it a tug at this point to give you some slack. You also have to pull out about another five connections or so from the back of the dials unit.
The little bulbs screw in and out. Make sure you replace the right ones as its a b**ch having to do it all over again!!