Bob R. 4/19/2010I'm not absolutely certain on your model, but on most, you do it from the trunk. There should be a plastic panel in the trunk corners held on by a couple thumbscrews. The lens screws are behind the panel. You don't need to remove the lens to replace bulbs - they unscrew from behind the plastic panel.
Bob R. 4/19/2010If you are referring to the FRONT lens, it is more difficult, as it is usually attached to the headlight assembly. The headlight assembly has a few screws holding it in which are pretty visible. Again, you can change the front parking light from under thr hood without removing the outer lens. There's a lot of info on the BMW forums for most of your questions. http://www.unofficialbmw.com/e36.html.
For the headlights: