Where can I find any direction on how to remove the side mirror, I´ve googled but did not find any help. I have the 04 Diesel 2.0.

 

I did this a month ago and have some notes that should help you.

To remove the mirror you first need to remove the door card. First, you need to find a removable piece in the door handleand gently pry this out.

Then you pull the whole plastic piece (switch panel included) up and out, disconnecting the switch panel before laying it aside.

Here's a video:
Look inside where the switch panel/door pocket sits, and there should be three (3) screws that hold the door panel on. Remove them.

Lastly, pull the door panel straight out. There are 9 clips around the outer edge of the panel. Work slowly and prise them off one-by-one. Then you can remove the tweeter cover and get to the door mirror bolt.

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Also if you need to change the mirror cover (because your replacements are the wrong color) then here's a good link

Mirror, cover - S40 2007 - Volvo Cars Accessories Web

I found putting the glass back quite difficult and actually broke the glass on my first attempt. Luckily I had spare glass from the replacement mirror!