1st, make sure you have purchased the correct replacements: H6W (nothing else will fit properly)
2nd, remove the rear caps from the inner light units.
3rd, look inside for a plastic tab, that is the back of the sidelight holder.
4th, gently pull it out. It won't come out far, the cable isn't very long.
replace bulb & refit.
The bulbs have offset pins, so will only fit one way round.
Yes I have done mine, its a pig the side ligth bulb is in the centre of the light unit and you get to it from the back, undo the main cover and turn a small plastic lever to extract the bulb, the unit then pops out and you change the bulb in the holder, refit is opposite. Expect to donate some of the skin off your hand to the cause