wish i took photos mate.. but i'll try to describe it as well as i can.
1. Following instructions in the first post, remove the steering column cover.
2. Twist to remove the bulb holder.
3. Using a pair of pliers remove/break the bulb.
4. Remove the bulb filament with the pliers, you should then see two holes.
5. Take your blue led bulb, and straighten the legs (two wires + & -) out on it.
6. Chop off the legs to make them shorter.
7. Reinsert. The Dan666 T5s supplied ones just fit the bulb holder, so once squeezed in they should be a really tight fit and unlikely to come out.
8. Test and then reassemble column cover.
Having said the above, I wouldn't really recommend doing it this way and a new wedge bulb holder type holder is definately the more reliable way to go.. so do the above at your own risk. Although it's just a led light, you do really end up destroying the bulb/holder in one thing by performing this mod.