After this thread I thought I'd write up a little guide to help people in future.
1. Get the car on axel stands (ramps if poss). The more room underneath the better.
2. Take out the front pipe off. This will involve the removal of three bolts at the front which connect it to the elbow and two bolts at the rear connecting it to the de/cat. All pretty standard stuff really. If you can't manage this don't bother carrying on!!
3. Remove the elbow support bar (only applies to S14a) that connects the elbow to the gearbox (see pic_01a). From underneath remove the nearside half of the turbo assembly heatshield. This is not to be confused with the heatshield that covers the manifold. The turbo heatshield is held on by 4 x 10mm bolts (see pic_01).
4. At this point it's a good idea to remove the lambda connector. On S14a's the connector is located near the plenum. On s14's the lambda connector is above the exhaust manifold .If you pull it up it will come off it's bracket (see pic_02). Then disconnect it so it can hang loose underneath the car from the elbow.
5. If you don't have access to a vice, it's advisable to remove the lambda sensor now while the elbow is still bolted to the car. Next unbolt the elbow from the turbo by undoing the 5 x 13mm nuts (see pic_03). In the pic only four of the bolts are visible. The other one is on the top near the engine block.
6. With the elbow removed, clamp it in a vise and remove the lambda sensor. You will need a 22mm spanner (see pic_04). Then fit the lambda sensor to the new elbow.
7 Now the fun starts. Before fitting the elbow the bottom middle stud has to be shortened by about 5mm so the elbow does not foul it (see pic_05). You can do this by whatever means necesary. Because I already screwed the stud in I had to use a junior hacksaw followed by a file to round the edges. Better to cut it down before you screw it in though. (see pic_06). Also because of the design of the new elbow, the top two 13mm nuts that hold it on cannot be tightened due to there not being enough clearance to get a spanner/socket on. For this reason I fitted M8 40mm Allen/Hex bolts in the top two holes. The bottom three bolts are ok though - you can tighten them up fine with a ring/ratchet spanner.