I changed one of my cables a couple of months ago and it was an utter b!tch, however I managed it after a bit of messing about so hopefully I can help out. If you have the cable disconnected from the caliper and unclipped that's a start. Inside the car remove the handbrake handle cover and remove the two 10mm nuts from the cable you are changing. I think my heatshield was missing so I didn't have to worry about that however it's easy to remove. There are some large washers with internal sprung spokes on them these can be unscrewed with a pair of long-nose pliers. The heatshield can then me manouvred out from above the exhaust (you will probably have to bend it about a bit to do this but can reshape it when refitting).
Where the cables pass through the floor of the car they are inserted into a metal tube (this is the bit that is a pain later on). The tube has a slight bend in it but is easily slid out from the underside of the car. You now have your old cable with the floorpan tube still on it, this needs to be removed and fitted onto your new cable. I spent two hours trying to pull the cable out but it was stuck fast, I tried wd40, crushing it in a vice, digging about in the plastic with a hot soldering iron, I eventually worked something out and had the cable out in a couple of minutes.
I clamped the metal tube part in a vice, lit a candle and placed it under the tube. I went away for 10minutes and had a ciggie came back and the cable had melted sufficiently for me to simply pull it out of the metal tube.
Now it's simply a case of fitting the tube on your new cable (on mine all the melted plastic came out as one lump) and refitting the cable.
Hope this helps
Toby