Open the hood and look directly behind the headlight. You should see groups of wires that run to two distinct spots of the headlight housing... these wires will terminate into a white plastic receptacle. The receptacle is held in place by a turning lock. To remove the white receptacle, turn this lock (righty tighty, lefty loosy) and listen for it to "pop" as it unlocks. It might take some effort, but you can do it with just your hand, no tools required.
You can now remove the plastic receptacle. Pull it straight back and remove the existing bulb. Replace with a new bulb (H7 bulbs I believe) making sure NOT TO TOUCH THE BULB WITH YOUR BARE SKIN!!! Use a pair of latex or mechanics gloves.
Installation is reverse of removal... just reinsert the plastic receptacle in the hole, turn the lock in the opposite direction, and close the hood.
Like I said, the turn lock is the most difficult part because sometimes it just sticks. If you have any problems, a local Auto shop like Autozone or Pep Boys might be able to help you out for free.