Depends what kind of bulb. If it's a mains voltage halogen, give it about 1/8th turn anticlockwise and it should fall out.
If it's a low voltage halogen it will be held in with a clip; pinch the ends of the clip together and remove it, and the bulb should fall out attached to two wires. Carefully ease the porcelain connector from the lamp.
If you mean the fitting has a glass cover for use above a shower, remove the glass cover first.
Adam, October 2009
