Unplug the cable, pull off the rubber boot, un clip the clippy thing that holds the bulb in place and pull the bulb out.
Wipe blood off of you hand where you managed to hit the sharp edge, and reverse the process.
The only difficult thing is you can not see what you are doing, and if you have hands like mine (the size of York Hams) its a bit tight.
... and remember not to touch the glass envelope of the bulb