Sent you PM.
See:
http://www.xoutpost.com/bmw-sav-foru...tructions.html
Yes, you have to remove the front bumper or at least loosend it some.
The reason is you need to move the headlights forward to access the plug for the parking light (its similar to the read taillight bulb holder) - no wires harness just a plug.
You can loosen the side you're not replacing, then remove the bolts/screws on the other, that you're replacing, completely.
If one needs replacing, might as well replace both since you're there anyways - save you some trouble for later.
Let me know if something isn't clear.
Good Luck!
- Jose