The answer will vary depending on if you are asking about low-beam or high-beam and depending on if you have a HID lighting system or halogen lighting system. Suggested 2006 BMW X5 headlight bulb replacement: Purchase the correct replacement headlight bulb(s) first, before disassembling the vehicle. See sources and related links below for replacement bulb information. Then consult your owner's manual for the headlight bulb replacement procedure. As simple as it sounds, the owner's manual is the best place to start for bulb replacement instructions and illustrations. You may want to consider replacing both left and right at the same time in order to keep brightness and color equal (optional).
If you want to remove the BMW headlight lens simply follow the user manual.
how do i remove and replace my fog lamp bulbs on my 2006 bmw 525i
2000
how do you replace a alternator in a bmw 550i 2006
replace the light module
remove old brake pads, replace with new brake pads voila!
Newer BMW's are nearly impossible to be able to change the headlight on. Take it to the nearest shop and have them do it for you.
You can go to Wal mart and ask the sales associate
How do i remove the pdc on x5 bmw bumper
You have to remove the grill (entire piece that extends under both headlights), remove the headlight housing and then pop the headlight off the connectors.
http://www.bmwdiy.info/non-celis-front/index.html
Follow the directions in the owners manual or buy a Clymer's Manual.