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It's really a simple task. Much easier if you access it from the respective wheel wells. Turn your wheels to have maximum access. There are covers in the front of the wheel wells you can remove. Behind that cover, you will find a round light cover/seal. Turn that to the left to open so you have full access to low beam light assembly. You will find a clip, which hooks at the top and hinges down. Pull the single plug wire and the bulb. Replace the bulb, being an H1, it will have an angle cut on the lower left of the bulb seat. Avoid touching the bulb as oils/salts from your skin will cause it to fail sooner. Reverse the extraction process and you'll be done. Takes about 15 minutes to do both.
Something to consider, these are supposedly "sealed for life" transmissions and the XKRs were running the MBZ 722 series in some early 03s too. There is no "plug" per se but a fitting where fluids are added during power flush and level check, this plug also houses with wiring harness. This plug has a tendency to leak, lowering your fluid to below optimal operation levels AND the plug . It's been known that the harness can wick up the fluid into the comp and you'll get plenty of issues then. I had this happen on my 02 4.0, caught it in time and was a basic $600 including all parts.