Thanks for the info. Just replaced the one in my 2003 S40, and this info was a big help.
I used a C&K Components 1.90120.0120000 bulb which I ordered from Digikey: http://www.digikey.com/product-search/e ... maction=on
(watch their shipping, anything other than USPS is really expensive.)
To get to the light, I removed the side panel like in chitin's photo, as well as the piece of plastic around the shifter so that I could see what I was doing. You can get to that by removing the rubber tray in front of the shifter (it just lifts off) and then releasing the two plastic clips underneath it. Those were pretty stiff and I had to pry them with a screw driver. I did them one at a time, which makes it easier since the piece can slide a bit. Once they are off you can just lift the cover out so you can see where the bulb socket is.