I have just done this by removing the glove compartment, then the panel under the steering wheel. You also have removethe compartment above the cigarette lighter with a flat head screwdriver. This should then let you remove the middle console panel, and allow you to slip the heating control panel underneith the middle console. The bulbs are a special type, and as far as I can see, only from Nissan (£4.04 each or something, YIKES!) I need 2 of them. There is also a shorter smaller one which lights up the buttons on that panel.
Steven, October 2007