An instructional video on how to change the right front running light or parking light on a 1995 Volvo 960.
Sorry, but I missed videoing the actual most difficult part. But this video should get you through what is it a relatively easy procedure. You do not need to remove the light assembly as you do in some cases for the 850.
For most Volvo how-tos, I recommend Robert DIY (Robert Spinner) here on KZfaq.