You don't have to, but i found it'* easier to do. It'* only 2 bolts and they pop right out. I have gone through 3 bulbs already (i'm thinking its the constantly changing temperatures between hot and VERY cold). However i found the XD5'* they sell one e-bay are 10x'* better than the Silverstars. I have had both. However make sure u get the right watage. I was sent 80w'* by accident and fried the wiring harnass on the lights.
I've had all 4 of my headlights burn out exactly 13 months after i bought them too. both low beams and both high beams burned out all within a week of eachother. $80 for headlights once a year is really too much.
I have to agree that the length of time on the SilverStars are not long, mine only lasted 8 months but I do a lot of dark driving. However I will continue to use the SilverStars because of the way the lights illuminate the road and objects on the side of the road. I have tried other brands of after market lamps and SilverStars may not be the whitest or highest intensity but that illuminate better for my driving style.
I have not tried the PIAA lamps but I would be interested in other members opinions of the bulbs.