I'll do the best I can on a step-by-step on the P5. No pics, because I don't bring my DSLR out to the garage when I'm working on the car. Anyway...
1. Raise the car and support with jack stands
2. Remove the splash guard on the underside of the car behind the fogs.
3. Remove the nut holding the fog light in
4. Remove the fog light
5. There is a blue clip holding the wiring harness to the bumper. User pliers to squeeze it and pull it through the back.
6. Unplug fog light from harness
7. Repeat for other side
8. Do whatever you feel is necessary for the fog light harness, either remove it and wire with the aftermarket harness or cut the factory harness and wire the aftermarket connectors to it.
9. Line up the aftermarket fogs into the stock mounts (provided they fit in that mount) and bolt them up
10. connect the harness and test
11. Reinstall splash guards
12. Repeat steps 8-11
Yes, it is true you don't have to remove those splash guards, but seriously, it's just a few philips head screws, it's much easier with the extra room, especially on the passenger side.