I hope you were able to replace it by now.
For anyone else searching for the answer to your question:
YES, you do have to remove the battery to replace driver's side headlight. It's one of those small halogen lamps - #9003 - that fits within the headlight assembly.
This worked for me:
1. disconnect cables (10mm nut) and remove battery .
2. pull out the three pronged wire/cable connected to the lamp
3. remove the rubber casing/ring at the back of the gray plastic light assembly. It may be tight but can be pealed off.
4. you'll see the back of the halogen bulb, held in by a wire clamp.
pop out each end of the clamp and it will lift up (still attached by one screw) to allow you to pull out the lamp (use a pair of pliers to grip one of the three prongs.)
5. put the new bulb in the same way the other came out; re-clamp the wire clamp, exactly as it was; slide the rubber thingy back over the place where the bulb goes.
6. reconnect the battery, turn on the key
Light is fixed!
PabloSablo, July 2007