Depends which bulbs you mean my friend.
If it's the heater Control bulbs, and you mean this thread:
http://www.golfgtiforum.co.uk/index.php?topic=108325.0More specifically this panel at the bottom of the pic:

Then just get a small flat headed screw driver behind it and it should pop right off!
For the clocks/dials bulbs:
1. Pop off the headlights switch with a screw driver (unplug wires at the back)
2. Remove the dimmer control as well. (there's a little bit to press in on the side to remove it)
3. Pop off the cover to the left of the dials.
4. Undo the screw at either side that have been revealed by removing the above
5. The black plastic facia thing should then unclip (you might have to lower the steering wheel to remove it completely)
6. This should reveal 2 more screws, undo them and the clocks unit should be free to pivot towards you.
7. On the back of the unit towards the left there will be the plug, undo that and you should be able to pull the clocks out completely.
8. Unclip the plasic cover on the back to reveal the twist bulbs for the dials/clocks.
9. To refit (in typical Haynes style); the reverse of the above!
That is all from memory, so may not be 100% right. It should be pretty close tho! If i'm wrong please feel free to correct me

If it's none of the above then explain yourself a bit better
