Yea, it trully is a bitch. It took me and a friend about and hour and a half to change all 4. First, you've got to rotate the outer ring clock wise. You'll feel it break loose. Then the bulb will slide right out. But the ring will almost be seized on there so it take awile of brute force to get them loose. I opted to do the 9005 conversion for my headlights so some moding to the light bulb will be required.
Heres a link for the conversion
http://vmac.org/~weston/teg/9005conv/