Not really the easiest job to start with, but commence by removing the exhaust pipe from underneath the car, together with all of the air pipes that connect the turbo to the intercooler, etc. The turbo is bolted directly onto the exhaust manifold, and you'll have to shift any items that get in the way. Pay particular attention to any oil feed and return pipes that connect to the turbo as you try to remove it.
John
April 2009