WARNING: This page is about a different car, the 2004 Volvo S40, 2003 Volvo S40, 2002 Volvo S40, 2001 Volvo S40, and 2000 Volvo S40. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: Removing Rear Reading Lamps Or Lenses
Courtesy of VOLVO CARS OF NORTH AMERICA.
Release part of the weatherstrip from the rear door arch.
Pull the headlining downwards. Press in the protruding edges (A) and remove the lamp from the headlining.