Access for the low beam replacement is through a compartment in the wheel well. You partially remove the rubber flap (remove the push fasteners), remove the rubber cover on each light and and then you see the back of the bulbs - high beam is simple plug and play halogen (just like the owners manual says). The manual also says you can change this bulb with the wheel cranked over to one side, providing access - I don't think so.... at least not with a z06 like I have, normal C6 might be exception. Not near enough space in there with those fat tires. Either way it doesn't help you if its the low beam that is dead.
Because...The low beam HID, is secured with two #10 torx screws - you can see one screw, you can't see the other unless the wheel is off. What you need to do is take off the wheel, then...
Remove those two screws, and then disconnect the cable connected to the HID bulb. Unless you stick your tongue on the end of the cable (the other end plugs into the ballast which is where the high voltage is, stored in a capacitor in that box, think taser), you really can't be shocked. It would seem obvious but bear mentioning that you don't want to do this when the bulb is hot, but if its burnt out, it can't be hot, now can it? Plug the cable into the new bulb (just don't touch the glass part of the bulb, its just like a halogen in that sense, the oil in your skin will damage the glass), reinsert the bulb with the two torx screws (hopefully you didn't drop/losethem on removal), check and make sure the bulb works before you put it back together. That is put the rubber cover back on, refasten the rubber flap in the wheel well, put the wheel back on, lower the car. If you put try the lights and the bulb still doesn't work, well you are on your own to get the ballast out for replacement - my mechanic said you could do it from the rear, like the bulbs, I couldn't even see the thing, its under lamp assembly.