There are two screws holder your taillights on. The one can be gotten from the outside with the hatch up; it is a smaller screw between the taillight and the weather stripping for the hatch.
The second is inside the hatch. If you feel against the inside back of the car, just below the piece of plastic that holds your rear parcel shelf, you will feel a round hole of sorts in the plastic trim. You might even climb into your trunk and look for it. Its not immediately obvious what it is if you've never taken the taillights off before, but its there.
Inside the little round hole is a big plastic wing-nut of sorts that is attached to the other screw holding the light on. Unthread this all the way and remove it. After that, there is just a little pressure clip holding the light in place and if you yank up on the housing it'll pop off. That will allow you to get to the bulb sockets and change the bulb. Install in reverse order.