ya, i was confused as well...if you take the whole assembly off, by undoing the two retaining nuts that hold the top end of the assembly onto the bumper, and the two screws that hold the bottom end of the assembly to the plastic valence of the bumper, then unplug the plug near the headlight and pull the wires down, you should now be able to remove the whole fog light assembly. Now, there are two screws on either side of the bulb housing, remove those and you can then pry the clear part from the black part of the fog light. It is pretty easy to figure out how to get the crazy little clippy thing that holds everything tight off the back. Now I am getting a little fuzzy on things. But, you should be able to remove the wires that fit onto two metal prongs farther down the wiring line. The bulb you need I think is just a normal H3 type fog light bulb. Im not 100% sure, look on the metal backing of the bulb 'unit' (I say unit, because its fairly big, with the bulb and trailing wires hanging off in one big piece), you should be able to find an H3 stamped in it, if not, ask your local parts kid at the counter what kind it is. Buy a new bulb unit, less than 5 bux, and install opposite of removal. Easy as that! Have fun! (for what its worth, I replaced both sides at the same time, the right one went out, and I decided, they are so cheap, might as well get both on the same page as far as use wise goes).
example of H3 bulb, so you dont get freaked out on how much you are removing. I tried to pry the bulb part out by itself, good thing I stopped, it would have shattered and been bad. Its very easy if you just stare at the fog light for a bit...
https://www.928gt.com/images/product/medium/1539.jpg