Just done this yesterday. The passenger side isnt too bad as you can see the orange/brown connection to the sidelight bulb, i was able to pull this out with my fingers. Other people have said to use long nose pliers or pliers that have a 45 degree angle to them.
The driver side isnt as easy, i couldnt get my fingers near the connection. I basically put the cabling round my finger and rocked it up and down and pulled slightly at the same time and the bulb came out. I would just over emphasise dont just pull at the cables.
Hope this helps mate.