Awkward for you - can't change the bulb from the inside and need to take the outside cover off to get to the bulb which, with a built-in machine, means taking it out of its cubby hole before you can begin.
There are safety implications too - the inside workings have very high voltages so you really need to know what you're doing - even for a bulb.
I suspect the manufacturers do not wish users to be changing their own bulbs to comply with safety laws - there will be nothing in the user manual about how to change the bulb.
Peccavi, March 2009