To change bulbs in the headlamps you need to remove them from the car. There are two bolts on top of the lamp. The other two bolts are underneath. To get the bottom bolts off you will need to jack up the car, remove the front wheels, and access the bolts through the access door on the front of the fender well. You will also need a really long (12") socket extension and a rachet to get them loose.

Once you have the headlamp out (you have to maneuver it around a lot to get it out) you can get easy access to the bulbs and remove the speed clips holding them in.

Have fun with that job. I would just go ahead and replace every light in there to avoid taking it out again later.