You'll need a "star shaped" screwdriver head, or possibly an Allen key. Most drill bit/screwdriver bit sets include the correct head.
There are screws behind the door open handle, next to the electric window button (prise off the plastic cover) and at the bottom of the door. Most of the panel should lift off (give it a hefty nudge from the bottom). there is one more screw that is on the inside, you should be able to access what you need without undoing that one.
Try the Megane owners club forum (http://www.meganeownersclub.co.uk/forum/) for better info.
Steve
October 2008