So this was a fog lamp right?
The lights that are auxiliary, and towards the bottom of the front-end?
Otherwise you usually change lights through the top of the car.
I've found that never touching the lamp with your fingers is a good idea too because when I used to change them I'd notice the ones I changed would burn out faster.
Probably because of the oil from hand causing the glass to heat more/higher, but I could be wrong idk.