Replacing it is a piece of cake. With the switch in the "OFF" position above, push the switch in. You will feel it go in a little and then turn it to the right - to the first switch position (the "auto" position). You should be able to jiggle the whole switch assembly a little and be able to rotate it clockwise and then slide it out, towards you. Disconnect the connector behind the switch and replace with the new switch.
I took the chance to update it to the new ones that are use in the Mk6 - fits perfectly and everything works as it should, even though there is an extra front fog lamp position. Here's how it looks.
And when lighted:
