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: Headlight Screws And Connector
Courtesy of VOLVO CARS OF NORTH AMERICA.
Disconnect the connector from the lamp housing.
Remove the four nuts holding the headlamp.
Fold out the wiper arm and pull the bumper 2 cm forwards.