Some additional pointers:
First, do get the WD40 out and give the metal bolts the headlamp removal tool fits onto a good squirt at least a couple of hours before you try to do anything. Yes, I know someone else mentioned this - but do it and give the WD40 time to work.
And make sure the lights are cool too! It can take quite a while for the light bulbs to cool down so be careful.
Fit the removal tool snugly on the bolt. Make sure you engage all it the way down and have a cloth to protect your hand on the "swing up" bar on the top of the tool as you will need to apply some pressure and the tool isn't very ergonomic!
The first part of the turn is very hard especially if the bolt mechanism has seized a bit. Just go steady here and patience will pay.
If you had put the light in you would have heard a very distinct CLICK as the lamp unit locked into place. So undoing it, you will hear the same distinct CLICK. Don't worry, you've not broken anything!
Getting the tool and the release bolt to actually turn is the hard bit.
You may need to apply some pressure which is why the cloth is handy to protect your hand.
While you are trying to turn the tool - check you are going in the right direction from the clearly visible arrows on the side of the light unit - firmly press the lamp unit IN towards the back of the car as this eases the pressure on the locking bar underneath the lamp unit that you will be rotating through 180 degrees from the back towards the front to expel the lamp unit from its housing.
When you hear that lovely CLICK, you are on your way. Carry on winding the tool slowly until you hear another CLICK.
The light unit will now have moved out towards the front of the car by about 1.5 inches. It won't come any further because there is a catch to release.
Now this is the tricky bit as you have to find the "brass" [actually its plated] clip that is on the radiator side of the light unit. It is 0.5 inches long and 0.25 inches wide with a slight indent in the top.
I have taken a photo of the clip you are looking for with the offside headlamp unit out of its housing in the wing. The screwdriver is on top of it!
2009 Headlight 001.jpg[/attachment:22p4jd1z]
When the light unit is in position it is very hard to see, so I recommend glasses if you need them [!] and a good torch. You cannot see this yet, but the clip is a triangle and you need to press down the tip nearest the front of the car to release the lamp unit.
To do this you need a very long thin screwdriver [9 inches] or a long piece of 1/4 inch steel rod.
Make sure you are holding onto the light unit now - if you stand in front of it your knees/thighs will stop it falling out.
As you press down on that little clip with one hand, you need to try to draw the light unit towards you with the other.
The unit is sitting in two plastic tracks underneath so it comes out very straight when you finally get the clip to go down and release. I did it straight away on one and faffed for ages with the second. Just be patient and take your time!! If you've started swearing, walk away and come back to it later!!!
Once the unit is released it is very obvious how the bulbs are replaced - H9 for main beam, H7 for dip [I wouldn't touch proper Xenons units as these have very very high voltages and are, in my opinion, best left to experts.] and W5W/501 for side lights.
While the lights are out, have good look at the mechanism so you understand it better.
Putting the lght unit back in, look underneath to align it with the two plastic slides it sits it and the slide on the radiator side that the clip pictured above slides in.
Now push it back until you hear the awkward little clip engage.
Then wind the unit back into the wing with the tool and make sure you hear the loud CLICK which tells you the unit is engaged and IMMEDIATELY STOP!! [so you don't overwind and break anything].
Check the lights are all working - winkers, side, dip and main.
Also check that the dash headlight adjuster switch is still moving the lights too as an adjuster device is inside each lamp unit.
The first light took 5-10 minutes to remove and change all the bulbs, whilst the second took 15 because of the clip faffin' about.
The side and H7's are dead easy
The H9's require patience! Lots of it!! To undo the H9's twist both near the side and the offisde bulb units anti-clockwise by 90 degrees - that is anti-clockwise when looking into the unit from on top with the headlamp glass facing you.
Also get some methylated spirits BEFORE you start so you clean the bulbs should you accidentally touch the glass on them. You'll find that if you have the meths, you won't touch any of the bulb glasses, but if you don't you will! And you can always drink the meths later this year when Nail Biter Brown finally bankrupts the lot of us!!
And finally, when you test them after installation and stand at the front of the car to admire your bright new lights but wonder why the hell both main beams aren't working despite the fact you've turned them on, yet when you get your wife to flash them for you they work and the "bulb out" warning light on the MDF thingummy isn't lit up, do wake up before you start looking for the fuse board and turn the main light switch from daytime running lights to nightime everything on!
Yes, I admit it, for a minute or two I thought I had b^ggered up the main beam circuit!!
So all in all, its dead easy . . . . . . or you pay your stealer to do it all for you for around 30 quid!!!