I found the following instructions with step by step instructions on removing and repairing the headlight relay.
http://www.saab9000.com/procedures/electrical/headlamp_relay.php
how do i replace the front strut on 1999 Saab 9-3
how do you replace an alternator on an 1999 Saab 9-3
a relay just plugs in literally
with a screwdriver
== == That is how you change the actual headlight but the question is how to change a fuse.
How do you replace a front indicator bulb in a Saab 93
Pop the hood, In a black box located on the driver side of the engine compartmentnext to the firewall. If yours is like mine its bright orange. Good luck!
How do you replace a key battery on a 2004 Saab 93
From SAAB., Your nearest dealer can get a key to match your barrel.
There could be a bad relay switch. The fuse that goes to these particular lights may also need replaced as well.
Head gasket repair for a 1999 Saab 9-5 3.0l.
R134a