Easy task, you say?
I dare you to own an '02 Mazda Millenia, and still stay with that view.
P.S.
I know none of you probably will ever own this car, but I'm putting it up on this forum so that if anyone on the internet searches how to replace a Millenia fog light, they'll find it. Believe me, there isn't a single guide out there on how to do this job, and it's a very tricky one.
Anyway, I'd been meaning to change the blown out fog light for about 6 months, so I finally decided to do it, having bought the fog light over 5 months ago. I couldn't return it to get my $2.99 back, so I figured what the hell... not like there's any fog in FL, but still... always good to look pimpin.
I figured it was an easy job. Open up a hatch, and get sucker right in there. BOY was I wrong.
Step 1:
Do no research and undertake the task by yourself with a 10mm wrench.
Step 2:
Realize how stupid your idea was, and go back to the internet to try and find a DIY guide.
Step 3:
Find no guide and realize you're on your own.
Step 4:
Take off wheel arch liner:

I just took off the major retaining screws around the arch and under the front bumper and pushed the liner back over the brake and suspension unit. This was the only way to get access to the fog light.
Step 5:
Using a 10mm wrench, unscrew the bolt. Of course, FINDING the bolt itself was the biggest task. I had to basically feel around trying to guess if it was the right bolt or not.


Step 6:
To take off the fog lamp, I used my crowbar to push it out.

Step 7:
Now it's just a matter of unscrewing the back of the lamp and inserting the new fog light in.


Old light

New light

Test to see if it works. It's a pretty tight area so there's a chance it doesn't work the first time. It took me three tries to get it to close properly, but then again... I'm an idiot. You might not be.
Step 6:
Just screw the light back on, push it back into it's slot, and get that bolt back on with the 10mm wrench.
Step 7:
Put the retaining screws back on the wheel arch liner, put the wheel back on, and you're done.
Testing the final outcome after 4 hours of completely being lost:

It worked!