Not hard at all mate! I did mine with a mate on my old B4... There is a good How-To on rexnet which is specifically written for the peanut wrx's I think, but the same idea applies!
It sounds scarier and harder than it actually is... Just make sure you take out the wiring, globes and all the screws(they hide some behind tape and velcro some times), and cook the lights one at a time and put them on a cloth while they go in the oven!
Once they are cooked, be careful not to get any of the glue on the inside of the light as its a bitch to get off! the frame of the light should unscrew and come out, and then you just need to pop out the little orange lense!
Well worth doing IMO... a nice subtle change, plus its free!!
