In my 2001, the switch housing unsnaps. It is kind of a pain but with a really small screwdriver, you can pry the plastic off the two latches that snap together. I remember there being a way to disassemble the top or the bottom of the switch. I think you want to do the bottom, but don't remember for sure. When you get the housing apart, there is a PC board with two lights on it. The lights have an amber prophylactic kinda thing that will slip off.
I used small light bulbs I got from Radio Shack. They are very slightly dimmer than stock though (you can barely tell). The part number is 272-1092 and they come in packs of two.
Anyway, the lightbulbs solder onto the PC board and there is a small plastic shroud around the base to keep them pointed straight. The Radio Shack bulbs won't have this plastic piece so you'll have to reuse them.
There was another post a week or so ago saying the lights are not replaceable, so the 2001 may be different than yours.
2001 Bonneville SE - Dark Bronzemist Metallic - Mods: 180* thermostat, iPod adapter, Digital OnStar Upgrade
Planned Audio System upgrades: Front & Rear 7 Band Equalizer, Amps, Hands Free Bluetooth Cell Phone kit
Planned mods: Front PEM, Ported LIM, Ported Heads, ZZP SR Rockers, Aluminum Gaskets & Reprogram PCM