If you are speaking about the spring wire clip that holds the back of the bulb base, then just that part comes out, thus exposing the bulb for re-placement. DON'T touch the new bulb with your fingers as it will drastically shorten the life of the new bulb. Stick the base and bulb back in and flip the spring clip back in place.
After the hold down wire is removed the seal of the cover has probably stuck the cover on the housing. If you can't pull it off with a lot of effort, try to pry it off with a common screwdriver at the seam. It will pop off eventually.
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