If these are the halogen puck lights, grasp the cover-TURN THE LIGHT OFF FIRST AND LET COOL-and twist to the left. The cover and lens should drop out. In replacing a halogen bulb, do not use your bare hand, hold it with a paper towelto keep finger oils from getting on the bulb.

Thanks a bunch - I must have a stuck one

In order to remove the lens and bulb cover , you must first take out the very tiny little screw that secures the cover to the housing. It is very easy to miss if you don't know it's there. I think it's a number 0 phillips screw.