I have a similar oven (can't be sure it is identical), and I had a similar conundrum.
If your oven is the same, you don't replace the bulb from the inside.
Instead you need to take the oven out of its mounting so you can access the top. There you'll find a plate fixed by two screws (you'll need a special star driver – not just a Philip's screw driver – to undo these). Take this plate off and you'll find the bulb right there.
The fitting is standard but you'll need a special bulb designed to withstand the heat. You can get these via the Neff website http://www.neff.co.uk though there may be cheaper sources. The one I used was made by Philips (spec: P45, 230v, E14, SES 1000h 405 lumen, 300º oven bulb).
It's an easy job when you have these details.
Best of luck.
Robert Smith
December 2005