This is the way I did it anyway....
Firstly you need to take off the factory grille on the dashboard.
http://img499.imageshack.us/img499/9206/dsc085754db.jpg
To do this just slide a small flat bladed screwdriver under the front of the grille (not the back) as the front is secured with push clips.
http://img502.imageshack.us/img502/1619/dsc085761vy.jpg
Once you have done this, remove the tweeter (if you have one) by unscrewing the 2 retaining screws on either side of the tweeter unit, and unplug the connector from the back of the tweeter unit.
The factory install tweeter has it's own cap built into the tweeter unit itself, so if you are wanting to run the tweeter from the head unit then you will have to either re-wire the crossover box inline, or buy a cheap capacitor that will filter out the low frequencies from the tweeter.
If you are using an amplifier to power the tweeter, then you will have to run separate wires to the dash.
http://img475.imageshack.us/img475/8730/dsc085775bk.jpg
To get a wire up to the dash without having to rave the dash out, it's pretty simple really.
Using the hole in the picture, feed down a piece of strong sturdy wire (the type you get on chainlink fences is ideal as it's v. strong and won't bend easily) You have to be careful here as there is alot of stuff behind the dash and you don't want to knock off anything accidently.
http://img529.imageshack.us/img529/4913/dsc085781gt.jpg
You should then be able to see the piece of wire come down under the glovebox, or you may have to feel about under the glove box or up the side if it to find it. Once you have it there, attatch your wires to the end and just simply pull the wire back up to the top, but very gently. It's then up to you how you want to place the wire under the dash and where it goes to.
http://img517.imageshack.us/img517/2226/dsc085870pi.jpg
Simply install your tweeter and pop the grille back on. You may want to angle the tweeter in a certain direction (maybe a bit of foam under it will help you do this and keep it from moving and rattling about)
http://img478.imageshack.us/img478/9161/dsc085799fz.jpg
All done and grille back on in place.
http://img529.imageshack.us/img529/783/dsc085808wf.jpg
Hope that helps!