This is a pretty easy replacement. I have a '96 850 Turbo and the details are contained in the owners' manual under the section dealing with bulb replacements for the entire vehicle.
Basically, you need to work from under the vehicle and behind the fog light assembly. There is a cover that you will turn (I believe a 1/4-1/2 turn counterclockwise) and this will expose the bulb you need to replace. There is a spring retainer that holds the bulb in place and you will need to pinch the spring together to release the bulb. Make cetain to remove the insulated wire connections from the bulb and then just reverse these steps.
Good luck, Fred.