Make sure the lights are off and spray some Pam in the socket itself. With an oven glove, gently turn the bulb and it should come out. If not, look away and break the glass. Then, cut a spud in half and stick it in the broken area, then turn it. Most likely the first idea will help. If you can't get it out then, turn off the circuit to the light and use a pliers to turn it out.
Add your voice to the conversation. Click here to answer this question.