It's not the easiest thing to do, but you can gain access either by reaching through from the engine compartment, or in some instances it's easier to get to it by going through the inner fender panel. Some dealerships have a policy that if you purchase a bulb from them they will install it at no charge. You may want to contact your local dealership to see if they offer this service for their customers.
If it is for the drivers side you will need to remove the battery and then you can reach the area where the bulb is located. If it is the passengers side, it is easily accessible and should not pose a problem.
Turn your wheels in the opposite direction of the bulb you are replacing. Then in front of the wheel, remove the fender cover by removing the two plugs and pulling the cover down (you are reaching over/to-the-side-of your wheel).
Reaching behind the cover, you will easily find the bulb. Rotate it counter clockwise to pull it from the socket, and push the tab next to the wires to remove the connection.
Reverse this with a new bulb to replace it. Be sure to not touch the new bulb with your bare hand.