Hi Adam,
First, buy a new replacement bulb from a car spares shop and have this ready when you take out the old one. The car spares shop will tell you what you need unless the lights are non-standard. This should be obvious.
The headlight bulbs are normally accessed from the back of the headlight unit and can be located under a cover, usually rubber or plastic. This cover either screws or pulls off. The headlight bulb normally has a plastic wiring block pushed onto the contacts. You normally will need to wriggle this to get it off. Once the wiring block is off, the bulb is normally held in the headlight unit by a spring clip. You will need to unclip this spring before you can remove the bulb. Once the bulb is out, refit the new bulb but DO NOT touch the glass on the new bulb. If you do, you must remove any traces of grease from the bulb or it will fail early. Refitting is the reverse of the removal procedure.
I hope this helps.
Barry, November 2010