I received my fog lights from http://www.mcgeorgeparts.com/ a few days ago and installed them today. Here are some step by step pics of what I did.

First, I strongly suggest that you purchase (if you don't already have) a jack and jack stands or a pair of wheel ramps since you have to work on the underside of the front. I got some ramps for $20 before the install.

As per the instructions, disconnect the battery of course. Next get underneath the car and remove the 2 plastic covers on the bottom. You'll need a Philips, 10mm socket and a flathead for the plastic push pins. After removing the covers, keep track of where the screws go and pop off the original grill. The instructions recommended a special tool, but I just used my fingers with ease.

On the driver's side wheel well, look for the grounding mount. The ground for the wire harness will be attached here.

Next look for the connector wrapped in black tape. Remove the tape and connect this end to the wire harness

Pop in the new grill and use the clips to hold the grill in. Make sure you put the clips in the correct slot. It might be easier if you remove the grill from its frame, attached it with the clips, and then put the grill back on. (see example below...clip in the pic goes on the left, not the right as I learned the hard way)

Slide the bulbs into the slots and should click right in.

Next run the wires from the along the top bumper and attach to the existing wires with zip ties. Connect the lights to the wires and you should be done for now with the front.
The easiest part is the internal wiring. On the driver's side, pull off the side cover, reach in and pop off the mirror switch panel. With the 3 way wire that comes with the kit, connect one end to the relay, another to the car's white connecter, and the other end to the switch. After the relay is connected, clip it in on the left hand side

Put the covers back on and reconnect the battery and test everything. Once everything is working fine, put the platic covers underneath and you should be all set. Just remember to reset all the windows after reconnecting the battery.

Here are some shots at night.