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: Replacing Bulb Holders
Courtesy of VOLVO CARS OF NORTH AMERICA.
Remove the tailgate interior.
Remove the cargo compartment interior (4 nuts) and remove.
Press in the lamp holder clamp and pull out the lamp holder.