Should be two wires going to each light on the back into a socket. Just turn the socket about 1/4 of a turn and then it'll pop right out of the light itself. When you replace the bulb, do NOT touch it with your bare fingers as any oil from your fingers will shorten the bulb life.
You may also want to check to see if there is moisture inside the housing, along with piece of shattered bulb. If your bulb comes out in one piece, then I would say it was just normal end of life. If it comes out with the glass missing, then you should unbolt the lamp from the mount and look inside for water and the rest of the bulb. The stock foglamps on my 97 leaked pretty badly, enough that the housing was half full of water. That was remedied by cleaning the inside then sealing visible cracks with gray RTV
I took my fog lights out to clean a few weeks ago and couldn't believe the all the pieces of broken bulbs that fell out. Like already said, make sure not to touch the new one.
This might be a given but, when you're changing the driver side for example turn the wheels to the left and you'll have a lot more space to get to the light underneath, and just switch for the passenger side. Just makes it much easier.
thanks guys it was 11:00pm and I was bored, my foglights were looking rather crappy yellow so I got some new hyper whites, I couldnt see **** thats the reason for the nobb question, thanks guys for all the help