I had the same problem two years ago with my '99, and when I figured it
out I posted it here.  The following is a cut-n-paste:

--- begin ---

The back of the light bulb has three flat metal electrodes.  If you
look close you'll see there are little holes through them.  The first
thing you want to do is disconnect the black boxy power connector from
the back of the burned-out bulb, but if you grab the connector that
plugs onto these electrodes by the top and bottom, you can tug and tug
but it won't come off.  Grab it by the sides instead and squeeze in a
little, it's got a latch which, when you squeeze it, releases the pins
that hook into the holes on the electrodes, and then the connector slips
off easily.  I'd never seen a headlight connector that latched onto the
bulb that way before.   All this is a lot easier, too, if you do it in
the daylight where you can actually see, rather than at night under a
street lamp.

Next pull off the waterproof rubber sleeve, and provided it's daylight
out you'll see a wire spring holding the bulb in place from above and
below.  If you're working on the (US) passenger-side light facing the
back of the car, the spring is hinged on your right.  Take your finger
and press down and in on the top left end of the spring, and it comes
free from where it's hooked on the metal housing and swings out to the
right.  Now the bad bulb drops out and the new one slips into place.  It
has three fingers sticking out from it so you can only put it in the
opening in the correct orientation (where the middle electrode is up).
Put the rubber sleeve back on and slip on the electrical connector and
you're done, a two-minute no-tools-necessary job once you know how.

--- end ---

Hope that helps!  By "down and in" I meant "down" (toward the ground) an
"in" (toward the front of the car.)

Also make sure you don't touch the new bulb with your fingers.  Handle
it with a clean paper towel or napkin.  According to the package for the
Sylvania halogen bulbs I bought, even just the infinitesmal amount of
skin oil you leave on the bulb by touching it will cause it to burn
out.  The outside surface of halogen bulbs run very, very hot.

yrs jp