There is a guide on how to remove the panel covering the cigarette lighter here
http://www.pcrmx.co.cc/guides.html
The wires were there on my one, they were just tied up behind the panel. You can pick up a cigarette lighter for about £10 or less at halfords. It then just has to be connected up.
david, November 2008
get a small holesaw or failing that a dremmel type cutting tool and make a hole in the required shape and size of the of the socket that you have. just needs 12v power, earth and you can usually grab the illumination wire from sum surrounding instrument type light in the dash. use "scotchlocks" if your slack, or solder all connections preferablely.
adam dudley, April 2005
I am also wanting some help on this, if any one knows please help!