Here's what the factory manual says...
Fog Lamp Bulb Removal
1. Remove two screws retaining fog lamp assembly to mounting bracket.
NOTE: Access screws from front of vehicle, through bottom of fog lamp opening in bumper cover.
2. Pull fog lamp out through bumper cover opening.
3. Disconnect wiring connector from bulb socket.
4. Rotate bulb and socket to remove bulb from lamp.
Installation
1. Install new bulb and socket into lamp assembly and rotate to lock.
NOTE: Do not touch the new bulb with bare hands. The stains will cause contamination of the quartz which may result in early failure of the lamp. Do not remove the protective plastic sleeve until the lamp is inserted into the socket. Ensure the circuit is not energized. If the quartz was inadvertently handled, it should be cleaned with a clean cloth moistened with alcohol before installation.
2. Connect wiring connector to bulb socket.
3. Push lamp into bumper cover opening and locate on mounting bracket.
4. Install two retaining screws to mounting bracket.
This came from the '92 factory service manual, but it should be similar for other years...