So here it is - to remove the headlamp from it's casing you:
Remove the two screws in the casing located at about 4 o'clock and 8 o'clock making sure to put them somewhere safe along with the plastic washer thingy's.
Next pull out the bottom of the headlamp from the casing - but not too hard. Once the bottom is loose, twist the headlamp anti-clockwise (To make sure there is no ambuity - when standing in front of the bike, twist the headlamp anti-clockwise so that the top of the lamp goes to the left)
The headlamp will come away in your hands - with dangly wires n stuff.
You can now get at the light bulbs and change them. (This is just what I expect because I've not tried to change the bulb).
You can also remove the casing by undoing the two big bolts on either side. If you don't take out the headlamp before you remove the bolts (like I did) then the nuts on the inside of the casing will fall out and you'll have to remove the headlamp anyway so you can hold the nuts on while you replace the bolts.
When replacing the headlamp, (and you're in the UK) don't be an idiot like me. If you can see a couple of dangling wires with bullet connectors on them (orange/white and blue/white I seem to remember) don't assume that you've accidentally yanked the cables out and re-insert them into the waiting bullet connectors because you will find that when you've put it all together and start it up - the the front indicators will be permanently illuminated (like they do in the US) and you'll have to take it all apart and disconnect them since I think it's not legal in the UK.
To replace the headlamp do the reverse as follows. Put the headlamp into the casing with the top turned to the left by about 2 inches and wiggle it about a bit until you can rotate it clockwise so that the top locks into the casing. Push the bottom in and make sure the threaded holes align with the casing holes. With the washer thingy on the first screw, carefully insert it through the casing holes and screw it in loosley. Do the same with the other and then gently tighten them both until at last... they are nice and tight... and you've finished. Relax, have a beer, or in my case a gammon steak with egg and chips. British cuisine....... the best in the world.