Click here for a list of all the lamps on a Roadster.
These are a real pain as the Roadster front panels do not have the correct cut out for removing the lamp holder!
You have two choices:
1) Either force the lamp holder so it breaks the lug off the back, or...
2) loosen the front panel enough to get your hand behind. If you have a Brabus Roadster, you will need to take the side skirts off first.