How do you remove the lens and change a tail light bulb on a 2002 Ford F-150?

You should open the tailgate and remove two bolts usually a torx and pull the lens out then remove the bulb housing by turning it counter clockwise.

After removing the two bolts, there are still four plastic pins holding the lens assembly in place. The lens must be pried off gently. A kitchen butter knife works well, since it has a little give. Pry the assembly at the top and bottom until the nipples begin to work loose. Twice on top and twice on bottom and then you can usually pull it out, but it may take a bit of pressure to get them to pop free.

After replacing the bulb, carefully line up the four pins and gently pop the lens into place with your fist, making sure the screw holes line up with the holes in the tailgate when you are through. Put the screws in and you are home free.