Ive never changed them but I have taken the lights out to change my headlights. I dont know if you have to take the lights off, but here is how to take them off.
Look on the backof the header panel and find the three little black tabs. They are round and have little parts you have to press in to get them to pop out towards the front of the car so the headlight will come out. I find the best way to get them out is to put an 11 or 12 MM closed end wrench on it and tap it with a hammer or something. It saves ALOT of time. Then they just unscrew from the housing.