What is the procedure to change the fog lamps?

Access is from underneath the vehicle. You will have to remove the hard plastic panel near the wheel first to see the light socket. It's a little tricky but not too hard. Once the plastic cover is off the rest is pretty easy. Just remember that you shouldn't touch the glass part of the buld with your hands (with or without gloves). This will cause the bulb to burn out faster.

These bulbs burn at a really temp and if there are fingerprints or dirt on the glass part the heat increases thus burning the bulb out faster.

One other thing I fouund that will be helpful. Here is a website with a video on the bulb replacement procedure. It's for a 2000 Avalon but the procedure is the same.