Jack up the front, you need some space to work over the tires. (or take off both front wheels)
Undo the six screw/plug plastic doo-ies that hold the plastic wheel liner in. You need only undo the piece behind the headlight, not the lower bit that covers the oil cooler.
Make sure lights are off
Large plastic HID bulb cover twists off, anti-clockwise, quarter turn. Rubber seal on it may be tight the first time
Metal clip holds capsule in place, undo both sides.
Replace capsule, being careful not to touch the quartz/glass.
Replace cover, check they work, button it all back up.