It should be straightforward. After you remove the two long 'sliders/pins' (dont know the proper term) to move the headlight assembly out then there would be this round cylinder thing you would need to twist off. This particular piece helps keep the bulb secure and it may also help prevent moisture from getting into the housing.
At what point exactly are you at? Cuz if you are at where the bulb should come out, then I would try twisting a little. Maybe the rubber seal melted to the housing?