The bulb itself will screw in - anticlockwise to remove it - if it's stuck firm and or the glass of the bulb has shattered then DISCONNECT THE POWER (something I failed to do one time) and use a pair of pointed nose pliers to get some movement on the base of the bulb.
The lamp fitting will have a thick glass cover - if circular in shape it will unscrew anticlockwise - a damp rag will help you get a grip - gentle tapping with a block of wood as a chisel maybe.
If the cover glass is rectangular then it will be held in place with spring clips - prise the cover off with a big flat bladed screwdriver.
You are silent about the specifics of the difficulty it's giving you.
Good luck...
Peccavi
May 2013