Thanks alot. I went to the dealer at lunch and talked with a technician. He showed me how to pull the bulb out with the harness still attached, then it was much easier to unplug it outside of the socket. Install a new bulb, put the retainer back on, then plug the harness back in.

I just wanted to be sure that there was not a clip holding it because I didn't want to pull too hard and break it. It takes a lot of force to unplug it, that's for sure.