well, front turn signal lamps on the e46, it can be a bitch. so, i think haywood deserves a bit of a break on this one.
having done this MANY times on my car- which eats these bulbs for lunch- it's never a quick 5 minute task. the rubber clip ends of the housing fall off very easily and like to roll down into the engine bay, where u then need a stick and a piece of tape to fish them back out. also, the plastic clips that hold the fixture in place often don't line up very easily either and can take some messing around with.
haywood> here's my advice. get the biggest possible flat head screwdriver u can find. after u pop the hood, there is an oval shaped opening on the car frame- just above/ behind the turn signal housing. what u need to do is insert the screwdriver and use it as a lever to release the plastic clip that holds the turn signal housing in place.
the owners' manual's diagram is fairly useless, because it shows a pix but then doesn't explain where to apply pressure. and, u don't want to apply pressure the wrong direction and then break the clip. the clip actually needs be levered slightly inward or outward away from the car to pry it loose. (sorry i forget which direction.) go gently and don't push too hard. make sure to kinda pull the housing at the same time.
when u've hit the right spot, it literally pops right out- and without a lot of pressure. (that's how you know.)
also, when putting it back in, be careful with the rubber ends. (they are suicidal and fall off very easily.) also be careful not to scratch the paint under the housing, as that part is very sharp.
good luck and let us know how it goes.