I've just done this today funnily enough on my g/f's 318i saloon.
Basically after you have taken the front off the heater controls, you have to remove the storage thingies underneath the heater controls, just infront of the gear stick.
Then push the control unit back, and it should then drop down into the hole beneath. You might have to disconnect the cable on the top right side, that is used to deflect the air to the different vents so you can manouvre it a bit better in the tight space - it's a bit of a pain in the a$$ to connect that back up though, that took the longest out of the whole job !!.
Then remove the 3 screws holding in the fan switch, that should just come off as a whole unit, then disconnect the other cable that is clipped into the back and the control unit should then be free.
Then unclip the black part on the back and you should then see the circuit board inside. Unscrew it and remove it, and the bulb should then come out.
It's pretty straight forward actually, if I can do it anyone can and only took me about 30-45 mins.
