The lighting is not too hard to replace if you are comfortable working on electronics and such. The lamps are soldered to the PCB in the radio as Indy says. Removal of the entire face as well as parts of the body is necessary. I would not attack this unless you have an ESD protected work area as well as very good soldering equipment. The bulbs are in an 8-layer printed circuit board and you will destroy the unit if you heat it too much for too long. There are a few options for you to consider...
1. Volvo will sell you a refurbished unit for I think $150 plus the old one. (I could be off on the price, do check with the dealer on this.)
2. You could have a good electronic repair shop (or me) repair the unit. Cost will be about $100 to replace ALL lights.
2a.You could also do the above using LEDs and never worry about a burnt bulb again. Price changes with color choice as blue, white, and green LEDs are more expensive to make. Drawback...LEDs are colored and you will never have a perfect match with the rest of the dash lights.
3. Install an aftermarket stereo.
I will gladly offer my assistance in replacing the lights or giving instruction on how. I can also do LEDs as well. I just will need about a week with the unit to do my thing.
Oh, and thanks everyone for thinking so highly of my skills. This is going to do nothing good for my ego!
I'll try to live up to the expectations.