Or, to do it in 60 seconds

Remove the rubber cap
Grab a hold of the black connector and pull hard
Once separated from the bulb, move connector out of way.
Study what's left and you'll see how the clip works with a hinge at one end and the other end which is held in place by a piece of metal
Push the clip to one side so it comes from behind the bit holding it in place.
You can then access the bulb and pull it free
Fit new bulb and reverse process.