Simply (!) remove the bottom section of your centre console, the bit with the ashtray and cubby box in it. The screws are easily found...except for the elusive one under the footrest - which is held in place with an extraordinarily long screw!
Then... if you gently prise the leather/fake leather boot from under the gear-stick, you shall just about see some tiny spring-clips which hold the ends of the two cables in place. Make sure which direction is the stiffest and remove the little clip gently from the end and slide off the cable-end. There is also a steel spring-clip which holds the cable-end on. Push the ends (with little holes in them) together and pull towards you. Next, the cable-sheath-end can be prised off with a screwdriver to reveal a nice little cup-shape around the cable. Spray some Duck-oil/WD-40 down there and keep on moving the cable back and forth then spray some more...etc. etc. A screwdriver through the cable-end-hole helps here! This is rather boring but you will be saving £200 at least to get new cables fitted. It may not be immediately apparent that you have succeeded, but it needs time to soak in, so after some liberal spraying and moving, put the cable end back on, then the little clip (circlip pliers are very handy here) and leave the rest until satisfied. You can also spray the other ends of the cable, where they fit to the gearbox, but you need the arms of a spider monkey to get in there properly and its a darn sight more messy!
Enjoy! The above took me about two hours and lots of cups of tea.
James, May 2011