The bulbs should twist right out.

To find out which one you need to take out, hold the whole cluster up to a light. Remove bulbs one at a time, they should light up as they're uncovered.

I agree that hacking up your car isn't always the best thing to do (I've already done several things to mine... ), but I've always hated that stupid bulb anyway, because the only reason it ever really turns on anyways is because something in the emissions system is screwing up. Mine has lit up a couple of times, and of course, what was it? EGR. Even the Haynes Manual says to consult a tech before replacing anything because it could be a lot of different problems. The only emissions equipment I care about anyway is the O2s.

The check gauges light, however, is quite handy.

 

Not really an accurate statement... the SES light will come on for loss of (or faulty perfromance of) sensors critical to the performance of the engine like MAP, engine coolant, IAT, knock sensor, MAF etc. All of those can cause a loss of performance.