i have to be honest i have not done this on your model but i have a megane on a 03 plate. i can only assume that the principle is the same. firstly i removed a panel on the wheel arch near your bulb,(it unscrewed off) then i had to force off the protective plastic cover in the wheel arch (you only have to partially do this so you can get access).i then used needle nosed pliers to remove the bulb cluster with bulb. you might have to loosen some panels from above while the bonnet is up.(be sure to note what you have loosened and where bolts/screws go).i had a nightmare with my megane. i hope this may help you.good luck
shaffick
December 2008