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There is a metal clip that holds the base of the headlight, push it down and up and it'll come out, and to put it back in just push the clip back where it was.
hmm... my assembly has a black plastic housing sticking out of the back of it (where the wires enter/leave) and there is no such metal clip to be seen anywhere...
The black plastic cubes with the wires need to be removed - there are clips on either side. Squeeze the clips and pull the wire harness off. Then you'll see the metal clip holding in the bulb.
The easiest way to remove the existing headlight bulbs is to take of the entire front fairing and then use a pair of needle nose pliers to move the metal clip.