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There is a small spring clip which holds the bulb in place, you have to push it forwards and to one side to release it. Just a few words of advice, make sure that the new bulb goes in the correct way round (the flat at the top) otherwise the beam pattern will be wrong. Also don't touch the glass part of the bulb, as this will leave finger prints and will effect the lights performance.
It is a little fiddly, but once you figure out the clip, you should be able to replace the bulb.
I hope this answers your question.
Just anouther tip for you, if you can't see the clip you could use a mirror to help.
2003 Jetta left rear window blue plastic part of the