Installation instructions for headlights!

Quick version...

Unscrew the bolt holding the side marker in. Pop out the side marker light. Pull out the clip holding the headlight in. Pop out the headlight.

Might be stuck in their good if you've never taken them off before.
 
The headlamp is held in by 3 or 4 metal posts with black plastic "crimps" around them. Use a set of needle nose plyers to crimp the plastic parts before you pull them out and it will be a lot easier to get them off ;)