I have a Peugeot 206 SW. The passenger side is easy (i.e. the UK side without the washer bottle). Remove the rear cover, there is a clip at the top that you have to lift. Make sure you identify the correct lamp - the dipped one which is most likely to go is at the top, the full beam one is more central.
Pull the connector off, it will be difficult to get off so gently rock it up and down as you pull.
When the connector is off, unclip the the spring clip then remove the lamp, make sure you make a note of which way up it goes (mine had the little tab at the top) as it will save a lot of fiddling when you put the replacement in.
Put in the replacement, put back the spring clip, plug in the connector and then replace the cover.
The washer bottle side is a bit more difficult. I was dreading it as I read that you have to remove the right wheel, remove the wheel arch cover and then remove the washer bottle - but I didn't!
The filler neck to the washer bottle is removable. Its a bit tight but if you look down the side you will see a clip closest to the wheel arch side. You can squeeze your hand in and lift the clip from the bottom and pull the filler neck out.
Then replace the lamp as above. Its a bit more fiddly as the windscreen wiper motor means there is limited space.
Tony B, July 2010