The wood in the lower console has to come out first, and with that the black plastic moulding that surrounds the shift area. Two screws are located inside console glove box (our 'roll-top desk' versions!), at the very front, way down inside. When these come out, the whole box lifts out. You will then see a screw that holds down the wood. Be careful lifting and flexing the wood or the polyurethane coating will crack. You will feel a lot of resistance while you try to lift it out, this is the plugs for the windows, etc; they are very robust, just work them off carefully, they may even just all stay down as you try to pry the wood up. As you do this you will see what has to be done.
Once those two items are out, you have to remove the remaining component around the shift lever, the piece that has 'PRND32' on it. It actually is snapped in with long tabs, but is a bit tricky to remove.
Once that is loose, you will see the lock nut that holds the shift lever in place down inside the box around the lever. Not much room to manoeuver around, but if you are handy with tools, you'll figure it out. Once the new shift lever and knob are in, they must align exactly the same as the one that came out, so be careful when tightening the lock nut.
1995 MB E320 Wagon
2001 BMW 530i
2007 MINI Cooper S (!)