It can be a bit of a pain to change. I had to do it the day after I bought my N16 as it was purchased with both reg light bulbs blown.
General advice would be, get a flat headed screwdriver with a rag or old t-shirt wrapped over the head to prevent scratching of the plastic, and prise the light unit out from the side furthest from the centre of the car (so if you're removing the right hand light, you prise from the right hand side of the unit). You might find that when moving the light in its mounting, it resists in one direction, like it was being pushed by a spring. That's the metal clip that keeps it seated in place and prevents it rattling around. Be careful when removing that this clip doesn't bend or come loose, as that will possibly leave you needing a replacement. From there, it's pretty straight forward and just becomes a case of unclipping the bulb and wiring from the lens unit (it twists a few millimeters anti-clockwise and pops straight off), and removing the bulb.
Hope this helps!