Here's a side view of the car before installation, this is the side where the shock that was installed had completely gone.

First, jack the car up (remembering to chock the back wheels) and remove the front wheel ('crack' the wheel-nuts before wheel has lifted off ground). The strut is connected via to large through bolts on the bottom:

As well as at the top by three nuts accessible through the bonnet: 

First undo the brake line from the Strut using a 14mm tool (I used a socket) on the bolt that can be seen in the above image of the bottom nuts.

Next, undo the two bolts which hold the bottom of the strut to the remainder of the steering/suspension assembly. You'll need a 19mm tool for this, and a good bit of strength in my experience. Make sure before you remove these bolts to put something underneath the suspension assembly to prevent it from falling (just in case). I used a couple of blocks of wood. Having removed these two bolts, turn your attention to the top nuts. A 13mm tool will work on these, and they are quite easy to undo. The friction of the strut in it's slot down the bottom will prevent the strut from just falling straight down, so when you've undone these manoever the strut out from the car.

Below is a picture of the old strut and the new ones: 

To get the strut apart, you need to compress the spring. There are a couple of ways to do this. One is to use a Special Service Tool, which makes life very easy. If you don't have this option, then there are a couple of other ways. One is to twist rope so that it tightens and compresses the spring (picture of this below). Another is to cannibalise a ratchet tie-down which will do the same thing. 

When you've compressed the spring, it's time to undo the nut which is on the very top of the strut assembly. Pop the small plastic cap to access the nut. The original nuts I had were 17mm, the KYB's are 19mm. I used a pair of lock grips to hold the top spring plate in place, whilst undoing the nut, as this plate has a particular shaped appeture which will prevent the shock strut from rotating if it's held. When you've undone the nut, simply remove top mount, top spring plate, shock boot, and spring. Transfer the bottom rubber over to the new strut, put on spring, put on top plate, then top mount. Finally, put on the new nut, tighten it all up, release the spring, making sure it seats properly, then put on the top cap.

Put the strut back into the vehicle, aligning the top mount with the holes, place it back in it's seat, then redo the top nuts. Now align the bottom bolt holes in the strut with the bolt holes in the suspension mount. Put bolts through and tighten. Here's a pic with the new strut fitted: 

Lastly, refit the wheel and you're done.