It's easy. I installed the "cool blue" bulbs for my 182. The bulb type is the H11 12w 55w btw. I also installed blue park light globes.
I have taken some pics of the process.
The cool blue bulbs are 100w opposed to the 55w standard ones, so they are much stronger.
The cool blue bulb next to the standard one:
I jacked up the car and could immediately see the fog light's fitting:
I just turned it and the whole thing came out. You just clip out the bulb. The passengar side is the same, except you first have to remove a cover to get to it. That is just 2 screws at the bottom of the bumper:
This is what the cool blue light looks light compared to the standard one. You can't really see the full effect as it's in dailight and phone quality camera:
The following pics was also taken with my phone, but you can have an idea what it looks like...
This pic is with just the blue park lights on:
All the lights on. This looks awesome at night. The blue park lights goes very well with the Xenons. The fog lights also looks much better than the yellowish standard ones.