You obviously need to remove the speedo. If you have a 3-spoke steering wheel, you can follow the following instructions. If you have a 4 spoke steering wheel, you will not be able to get the speedo through the spokes, so instead you will have to loosen (but not remove) two more screws securing the steering column and lower it.
If you don't want to remove the speedo completely through the steering wheel, you can still follow the first two photos to loosen it and the with your hands feel the bulb holders at the back and replace accordingly. It's a bit tricky, but possible.