You don't have to remove the front bumper completely - just remove the fasteners on top of the bumper support and the splash guard on both wheel wheels (don't recall if the latter's necessary), and you should have access to all the bolts holding the headlights on.
I don't have my memstick with me, but in a nutshell, use a flat head screwdriver and pop the plastic rivet's top "head" off each one... don't bother unscrewing them (in the case of the wheel wells). Doing so will just make you screw em up to where you can't reuse them. Or if you have a bit more finesse than the average guy, do so VERY gently - not applying pressure at all to the screwhead.
IIRC, there's one bolt you have to access from the wheel well (screwing upward), one visible from the top, and one where you have to pull the bumper out a bit to access with a rachet or racheting wrench.
Just pull the headlight electrical connectors out by twisting counter-clockwise and pulling out.
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