If the glass cover is circular it will unscrew anticlockwise - a damp cloth may help your grip.
If the glass cover is rectangular it will prise out with a flat bladed screwdriver - the glass is very robust.
The blown lamp will unscrew - if the glass bulb falls away from the base you can unscrew it with a finger down the hole but TURN THE POWER OFF FIRST - last time I forgot to do this - silly me.
Good luck...
Peccavi
December 2009