Pop off the metal casing that has the Sears Du-All logo on it. If you jiggle it a little you can tell. I just figured this out myself after scouring the web unable to find out how. It's held there by a metal clip. It's one of those things where you feel like it might break if you pull too hard. But that's exactly what you have to do. The bulb is sitting right there. Just pull out and replace.
Here's the link to the buy a replacement bulb:
http://www.replacementlightbulbs.com/lampdjl.html
They were the cheapest one I found. $25 + shipping...Everywhere else was $35-$45.
Hope this helps!
Martin Reinhardt, May 2010