The yellow fog lens is like a little jar that clips over the halogen light bulb. It can be removed. You have to take the entire headlight assembly off the car. I think the turn signal assembly has to come off first. Once you have the headlight assembly on a bench, carefully lift the plastic tabs that hold on the clear plastic lens frame and it will lift off giving access to the bulb. While you have the light apart it's good to clean the reflector and inside of the lens.

The job is not difficult, just don't use too much force on anything because the plastic breaks easily, especially on an older car.