Yoda, it's fairly time consuming but relatively straightforward. As you have identified, the first job is to remove the screw at the bottom of the light. The cover rim can then be removed. Next you need to remove the headlamp unit. This is held in by one screw at the bottom and once removed essentially you need to pull the headlamp off, grip the edge firmly at the bottom and pull from the bottom up. It should pop out. Next disconnect the wiring connectors, maybe make a note of where they fit for reassambly if you feel the need.
Your lamps should have the vacuum adjustment and removing the lens will probably serve to lose your alignment. You can minimise this loss by recording how much screw thread is exposed behind the adjuster bolts. The actual lens is held in place by loads of peculiar spring clips. The best advice I can offer is to lie the light face down a towel and take a few photos of the back of the unit using a digital camera - the pics will help you to put the clips back in the right location.
Next unscrew the adjuster rods from the front rim, then remove the spring clips one by one - you may need some long nose pliers but they should come off ok. When the're all off the lens can be removed from the unit and the new one fitted.
To refit insert your new lens into the inner rim, push fit it onto the headlamp body, lie it lens down on the towel and refit the clips (that's the fun bit!!). Screw the adjuster rods back to where they were, then pushfit the light unit back onto the car (you may need to buy new wing to headlamp seals as the old ones often perish - new seals are only a couple of quid apeice).
Replace the outer rim and refit the screw.
The lights may need to be realigned at a garage - any garage that offers MOT services should be able to do this.
Hope this helps.
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