It just turns out, turn it a bit and then it pull out. I also have a 01 GT and had a fog light burn out. They are pretty cheap. Took under a minute to replace. There is no such thing as a dumb question, just dumb people Just kidding
If you want to pull the whole fog light out, it's held in by 3 Torx screws. One on the bottom that is easily accessible by laying under the front bumper.....it's right there.....and the other 2 are on the top of the fog light assy. A little harder to get to, but not bad. I just took mine off last week to do the "drill a hole in the bottom of your fog light for condensation escape" trick. It was easier than I thought it would be. Good luck!