Merv, you just pull out your axles (half shafts / CVs), unbolt the R33 diff from the cradle and replace the whole assembly with the S15 assembly including half shafts. If backing plate mounts are not the same you may need to swap that, as mentioned.
Speak to Bill at On Boost Parts in Sydney - 02 9709 2992. $225 for the diff, $100 for each half shaft and $100 freight to Melbourne. He left the
oil in it and wrapped it up without cleaning - car was written off with only 35,000km - so I could be sure of its condition.
Edit: reason you need half shafts as well is because R33 has 5 bolt flanges and S15 has 6.