There have been a lot of threads talking about changing the bulbs on the GXP'* so I figured that I would do one with detailed instructions with pics going from the headlight area.
1. Remove the headlight assembly by removing the two bolts.
2. Reach down to the fog light assembly and remove the cover by rotating the top of it towards the drives side of the car.
3. Locate the clip that holds the bulb in place, press it down until it clears the hook that holds it in place and then push it towards the front of the car. This should allow it to swing open towards the rear of the car. Then unplug the bulb from the housing (white wire in pic with male spade connector going into the back of the housing)
4. Remove the old bulb from the housing.
5. Insert new bulb (the bulb has two notches in the base, one is rounded and one is squared) the squared notch goes at the top with the rounded one at the bottom.
6. Plug the wire back in making sure to run it through the opening in the latch that swings shut to hold the bulb in and then swing the latch closed pressing towards the front of the car and down to get it to clip under the hook that will hold it in place.
7. Place the housing cover back on the housing rotating the top of it towards the passengers side of the car making sure that both wires are tucked inside it.
8. Plug the headlight assembly back in and re-install it making sure all connections have been plugged back in, tighten both bolts on the assembly and test to ensure everything is working correctly.
I hope this helps everybody in the future.