OK here is a real writeup. Don't get me wrong, the first walk through I thought this going to be cake. But the directions left a lot of detail which hurts when you do not know what the heck you are doing.
I'll be honest it took me a good 3 hours of breaking down everything to get the factory horn swapped out with this Stebel Nautilus horn. The horn is available everywhere. You can go to
http://www.google.com/products?q=stebel+nautilus and you will find it for about $33-$45, with tax/shipping estimate about $50.
Ok here is the detailed walk through:
Here are the tools you'll need:
25 Torx wrench
Adjustable Wrench/socket wrench
Needle Nose Pliers
Flathead Screw Driver
Time: 3+ Hours depending on how good you are with a car (It took me
longer because it was the first time disassembling my car, now I can do it in 20 minutes)
Difficulty: Medium
1) Remove the hood, Below is a yellow circle of the hood screw. Also remove the hood skirt screws labeled with the red circle.

2)
2) With the hood out of the way you will need to remove the bonnet screws on the drivers side. The yellow circle is the bolt you need to remove
3) Next open the drivers side door. You will need to remove the retaining pin with a screw driver or your fingernails and then pull it out or use the pliers. Next you will need
to remove the torx retaining pin that holds in the antenna cover. Take a screwdriver and put pressure on the base and then you can unscrew the torx retaining pin.

The car door retaining pin
3) Next you will need to remove the drivers side skirting. This is a tricky part and has the most potential for damage. For those of you that aren't familiar with removing carpanelling, there are screws that face the outside. The retaining clips are attached to the door. When you pull the panel off there is a pressure on the clips. Because they are plastic and they have an easy potential for breaking so you will need to use caution in taking the side skirt off. First go to the back wheel on the drivers side. You will see two retaining pins. Remove those first, The first picture is a close up of those, again the circles in yellow indicate the retaining pins.
4) With the retain pins out you will need to pull the end of the panel (towards the rear wheel) out slightly so that the snap tabs on the end of the panel come out. With the rear of the side skirt removed, you will need to push the side skirt slowly forward to remove it. Another way to do this is to slowly pull out the panel by gently apply pressure. If you apply too much pressure, the the side skirt clips will break of or chip off depending on how hard you pull. On the bottom of the panel (which is under the car) there are snap tabs there also, but they will come off as you get the skirt removed from the car. As you can see here the retaining clips are circled in yellow. I broke off parts of two of mine. You can see the red circles are the pieces of the clips, which is what happens when you apply too much pressure.
5) Next step is to remove the remaining bolts from the front side panel. Before you can do this you will need to remove the antenna. Simply unscrew the antennae, The antenna cover should be ready to remove. If you forgot to do step 3, you can remove the torx retaining pin now. To remove the cover Using a blunt screwdriver that you can place under the cover and slightly lift. You will reveal another retaining pin and a torx screw. Unscrew the torx screw and pin and the panel will ALMOST be ready to removed.
6) Once you do the top part of the front driver's side panel, the bottom needs to have its final screw removed. Take a look at the yellow circle, this is where the final torx screw is located. Once it is remove the driver's side front panel can be space out from the car while still attached to the rest of the car. The original walk through mentions that the panels are very pliable, however be careful here if you spread/bend them to far there will be some warping. Mine did not warp but I can tell from the pressure against the plastic that it will warp and cause warping of the paint.
7) Now that panel is removed you can see the entire driver's side front area. You will see the radiator along with horn. Below is a picture of the stock horn removed. Simply remove the two wires that are attached to the stock horn. Next reach in through the top of the front and use your adjustable wrench to unbolt it from the chassis bar. Once it is remove you can take it out and prepare the the air horn for installation. The stock bolting works but you will need to bend the mounting bar into towards the driver in order to secure it. The original walkthrough says you don't need to bend the chassis bar, butin order to firmly bolt the horn in I bent the chassis bar towards the driver. Also if you look at the original picture of the horn. The silver part of the horn must stay within 15 degrees from a straight line at zero (This is per the main instructions from Stebel's site). If you look at my picture the blue line is 0 degrees and the orange lines are ABOUT 15 degrees each way. Mounting the horn is a little tricky. First stick the head of the bolt through the chassis bar so that the long end is facing the driver. Screw on the bolt that came with the air horn so that they are connected. The retaining mount on the horn will slip into this and then you can tighten up the bolt. I found as I tightened the bolt I need to bend the chassis bar a litte bit more towards the driver until it was snug. Trust me you dont wan't the horn coming off while driving on some potholed roads (like here in Los Angeles). Finally plug in the two wires into the horn. The brown is the negative (this is common for european cars) the blue is positive. If you happen to reverse them, when pressing on the horn you will getting a whirring noise. Just swap them and turn on the car and test.

Old Horn

New Horn
8) Now that the horn is installed you must reassemble the car. First put the drivers side front panel on in reverse way we took it off. Put the two main torx screws back on. (Step 5 and Step 6) Don't forget to put in the retaining pins.Next snap back on the badged antennae cover and screw the torx retaining pin back in. Also check that the points are all lined up on the car. Each of the tabs/retaining holes should line up pretty close.
9) The drivers side skirt was the most difficult part to back on. A) because I chipped some of the tabs on them, B) It took me a while to figure this out. First unscrew all the white retaining clips that are on the screws. The screws will stay in the car. Next if you look at the inside of the side skirt you can see 5 insertion points for the retaining clips. Slide all the retaining clips into these points. Look for the original mark of where the retaining clips went. You will see pressure marks on them. Next you will need to insert the front end of the skirt into the driver's side panel. Next make sure that those bottom side clips on the skirt are sitting above the bottom car panel. You can barely see this, but you will need make sure this is done, otherwise part of the skirt will be hanging out underneath the car. Finally line up the white retaining clips with the screws. Push the panel in making sure the clip tabs at the end of the panel (towards the rear wheel) snap in. Also make sure the skirt is in front of the front wheel well panel. Sorry I don't have pictures of this because I was getting frustrated with the side skirt. The skirt should sit flushed with the car.
10) Replace all the remaining hood screws and retaining pins. Screw back on the antenna. Finally reaattach the hood and verify that all your panel seems are close to what they started at. If they are too spread apart the hood will not look like its attached correctly. If it is you should be good to go. If you honk your horn you will get the nice loud tone. I did notice that the lights dim a little when the horn goes off.
I suggest washing you're smart car when you are done because I guarantee there will be fingerprints everywhere along with grease and dirt stains from the work. Also when you start removing panels dust kicks up.
Happy Driving and good luck. I love my new horn it got the neighbors attention twice this morning.