On the 9006, it looks like you need to turn a plastic collar to ?unlock? the bulb. Then you just pull it straight out.
Don?t touch the glass on the new bulb, or your fingerprints could cause it to crack shortly after you turn it on. If you?ve already touched the glass, clean it off with some isopropyl (rubbing alcohol) and a paper towel.
Make sure you have the new bulb positioned correctly before you lock the collar back in place, or the bulb could slip out of position and melt the housing. (When it?s correctly positioned, the collar should turn easily and ?click? back into the locked position. If it doesn?t, don?t force it, or you could crack the collar and you?ll need to buy a new one at the dealership.)
Then, reattach the wire harness, reposition any protective rubber cover, test it out quick, and you?re done.
P.S. Try to get those metal clips back in place, so that the seal/adhesive between the reflector and the lens doesn't come undone over time.