I checked and there are no installation videos available for the trailer hitch receiver that fits your 2003 Volvo S40, which is the Curt Trailer Hitch Receiver # C11822.
The best we can offer are the installation instructions, which I've cut out and are shown here, and I've also added a link to them below if you'd like to take a look. It is a pretty simple install, and you'll use the U-bolt that is included with the hitch hardware for fastening, as well as drill four holes into the tire... view full answer...
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