I've uploaded a few photos showing where to find the gromits.
http://www.xenonet.co.uk/carpc/image1.jpg
http://www.xenonet.co.uk/carpc/image2.jpg
It's a fairly easy job, but here's how I did it, just for fun...
1) Remove the first gromit.
2) Remove the trim (see image2), to gain access to gromit 2.
3) Open the glovebox, and remove all the Torx screws you can see, and remove the upper part of the glove compartment (as if to gain access to the airbag). Don't pull it away too hard, as the wires from the airbag on/off switch aren't all that long. This gives you easier access to where the wires will come through.
4) Feed your wire(s) through the two holes. You may find the second hole annoying as there is some material in the way. I used a screwdriver to push it out the way a bit whilst I fed the wires through.
5) Sorted!
Oh and if you open up the top of the battery cover, you'll find 6 +ve terminals. On my car one was unused (40A rating) - bonus!