I just done a replacement too, you can find a good condition knob or just the button from ebay. Though I finally get a new one from fcpeuro.com. For instructions, just check out this video

Just replaced mine and took some pictures, hope it helps other members.
My car is 1999 V40 2.0 (RHD so light bulb is located on right side)

Loosen the only screw, and pull and slide the panel out.
20130927_Gear_Shifter_Light_Change_001.jpg

The bulb holder is located underneath the 'N' position ...