Hey lads,
Remove the turbo heat shield and this appears a little simpler. There is a hose that runs from the soleniod to the wastegate actuator (brass hat-thing) - the actuator is easy to identify because it has a metal arm that physically moves and opens the bypass on the exhaust side of your turbo.
When installing a bleed valve, simply cut this pipe and insert your valve. Be careful when upping your boost, these bleed valves have been known to produce boost spikes and increase a few psi boost with minimal turning of the knob.
Oh yeah, and you don't have to remove/cut any other pipes or lines for the install (unless you are installing an electronic boost controller, in which case you are supplied with a different solenoid and pressure sensor).
Hope it helps,