I actually just did this yesterday. Following CDN's direction was pretty straightforward. To remove the 3rd row light, pry down at the edge opposite of the side with the on/off switch (closest to front of Explorer). It will pop right out. When you get it down however, you will notice it is NOT replaceable. The third row light is already LED, but it is not white. It has a hint of yellow to match the other incandescents.
An issue I have noticed after doing this, my 3rd row lamp will not turn off if I use the dashboard button to turn on the interior lighting. Has anyone else experienced this? It's pretty annoying and a potential battery killer.