Hello, and thank you for choosing Just Answer!
There are 4 different bulbs used in this car, thoguh...but HERE is the instructions for the most popular application.
If it is not these bulbs, then you will have to remove the headlight assembly to change the bulb. If that is the type you have, just let me know, and I'll give the instructions, straight away.
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+15 years experience with BMWs. Bumper to bumper diagnosis & repair.