I had trouble getting one of the three bolts out of the turbo when removing the original downpipe. Then the head snapped off. A 2008 might be easier since it's newer.
A tip I heard too late: If the bolts won't move, drive the car and get them very hot then try to loosen them. Just be careful with your hands and don't do the rest of the job until the engine cools off.
I have an 06 S40. I did have the same problem with the third bolt. Try using a blow torch to heat up the bolt so it can be loosened. I tried driving it before to let it heat up but it didnt work so I took it to a mechanic to blow torch it.