Remove the engine cover shields on the left side. It is best to do this when the engine is cool (trust me). Reach in behind the light and turn the socket counter clockwise about half a turn. Pull the socket back and replace the bulb ( Amber bayonet base type). Push the socket back into the hole and turn about half a turn clockwise. The bulb is a 1156A ( A= Amber) Autozone lists the wrong bulb on their computer system. Some people have replaced the bulb from underneath the vehicle. This apparently works too (read this link).
Get used to doing this, as these bulbs constantly require replacement. I always keep a spare set in the glove box. I guess because these are used as DRL's that they get hot and burn out quickly. I am going to try some LED's eventually, but they are pretty pricey, and I am pretty pickey.
If you have long arms you can reach these bulbs from below without having to remove any shields. Shine a flashlight up from just behind the bumper cover to see the sockets. My car is at 5 1/2 years and 92,000 miles and I've changed one bulb on each side. Still on my original set of tires, but my battery gave up the ghost today!