I have this posted up on my Forums but I figured it might be helpful here.
What you need:
A few shape razor blades or utility knife
A flat head screw driver
Double Sided Automotive Tape
Install time: 30mins
Clean the bumper off:

Shave off the mounting tabs for the STi model with a sharp blade

The will look like this when you are done:

Now you have to cut three slots into your bumper. There is a nice ridge of poly behind the bumper so you have to pull the fender lining out so you can get behind the bumper to remove some material. Start by test fitting the the splitters and mark where the slots should go. And cut away your left with this:

I went ahead and added some double sided automotive tape just for a little added security just push the splitter onto the bumper until it clicks, you also have to remove sever pop screws from the bottom of the bumper you will replace these later:

Now simply replace the pop screws from the bottom and sides of the bumper.
And the finished product:
