Find the back of your headlights under the hood. Usually you can access them, but in some cars they are hidden. Unplug the wire going to the light. Twist where you unplugged it, and remove the bulb. Insert the new bulb, it twists into place. Plug in the wire. Don't touch the glass part of the globe. The oil in your skin can cause the bulb to shatter when you turn it on.
By the way, those blue bulbs put out less light than the clear ones do. They also draw unwanted attention to your car by the local authorities.
