How do you replace the headlight bulb located on a 2002 VW Jetta?

I hope that you are referring to the bulb and not the assembly. to change the bulb open the hood and look at the back of the light assembly there are two wire hold down clamps flip them to the sides and remove the cover that was being held on, once this is done you wil see the bulb with the wiring connected to it. unplug the wiring from the bulb, then there is a retaining ring turn it counter clock wise(left) then pull out the bulb. it should be a 9007 for US models. If you are replacing it install a new bulb. NEVER TOUCH THE GLASS OF THE BULB WITH OU HANDS!!! If you do the oil from your fingers will make a hot spot on the bulb and it will burn out quikly. The left side headlight assembly has a cover over it which is easily removed by two screws and then pull it upwards. P.S. the turn signal bulb is located in the square access plan to the side of the headlight planel

Here's a link to a very detailed explanation. I think it applies to several model years, but it is written for a 2000.

http://mboedick.org/042/29/how-to-change-the-headlight-bulb-on-a-2000-Volkswagen-jetta-gls