WARNING: DO NOT have your keys in the ignition while changing any lights, you'll run a risk of setting off the airbag itself, and the dreaded lame airbag light.
NOTE #1: keep in mind none of the bulbs pictured are the stock ones, except for where noted, I already had my whole interior done in blue LED's remember, so you won't see the EXACT thing that i show, but it'll be a little green GLASS bulb that you need to be carefull removing cause they break EASILY, trust me.
NOTE #2: Once the LED's are installed, if they don't work, simply take it out, flip it around, and install it the other way, since LED's have + and - and only work one way, so if it doesn't work, pull it out, twist it 180 degrees, and push it back in, simple as that

with that out of the way....
To change the light in the key ring to an LED:

1. Make sure the steering wheel is all the way extended in both ways, and the keys are out of hte ignition(you will be required to push the AUTO switch on the steering wheel)

2. Simply grab a flathead screwdriver and pry off the plastic part with the dimmer control, and TRAC swith. Just stick the screwdriver in the crack and pull up and out kind of, poping it out of the clips like so:



3. unclip the two harness's that are going to the panel, just squeeze with your fingers, or use a screwdriver to help you, (if more help is needed, let me know and i'll go take more pictures, but this is one of the easiest ones to do, so i hope you can get them ) you will be left with this:


4. The next step is to locate the base that holds the light, feel around for it, cause you'll be able to feel the wires going to it, when in the drivers seat, it's on the left of hte lock cylinder, like so:


5. once you have it located, use two fingers, and twist it, counter clockwise i do believe, if it doesn't come out, twist it the other way, you'll be left with this:


6. Keeping in mind i already had an LED in there from my blue LED interior, you will be left with something different, it'll be a little glass bulb with a green rubber "condom" type thing on it.
use your fingers and pull it out, if you can't get a grip on it, use a pair of pliers and GENTLY pull on it, being careful not to break the glass, cause then your hooped.

7. Once it's out, replace it with the LED by simply pushing it into the socket. Again, if it doesn't work.

8. Once you have it installed and working, simply reverse the order you took it apart, and put it back to gether, by putting the base into the key ring, and turning the opposite way, and clipping in the harness's, and then pushing the cover thing back into place, or continue on to doing the gauge lights.

9. Enjoy your new key ring illumination:

 

quick question: What type of led is used for this?

these write ups are great by the way!

 

You can probably use a T10... Only guessing cause it looks like the ones I replaced my gauges with.