Maybe mine diiferent, but when I have to change the bulb I twist the connector and pull it with the bulb in it out. Then I just pop out the bulb put a new one in and plug the connector back in and twist. On the connector there should be an oring that seals the coonector when you twist it in. On the directionals the oring is gray. I think it's the same on the tails. It was the same color as the connector so the first time I changed the bulbs I didn't even realize it was there until it popped off. I'll see if I can find a pic.

Here is a professional rendering of the bulb connector with oring

 

aha!! Im just a dork... I got it now! owned.gif

 

Let me know what you find out.
It had to have been my excellent artisitic skills.