I believe you are going to have to remove the entire console. I was looking at this as the same one on mine stopped working but then it started again.
Here are the part numbers that I found in my quick search. Hopefully they got the number and color correct. Prices are from Tasca.
Bulb, air conditioning switch (red - 3) - GJ6R-61-C95 - $8.91
Bulb air conditioning switch (amber -2) - GJ6G-61-C95 - $8.91
Here are some instructions someone else posted on getting to them (not my instructions!)
AC control light out
The installation process only takes about 10 minutes if you know what you're doing and are meticulous about the process.
First you will need to remove the center console. To do so, you need to remove the cupholder surround first. It clips into place. Start along one of the sides and work your way around until it releases fully. DON'T FORCE IT!
Then you'll need to remove the gearknob and remove the section of the center console that houses the gearlever surround. This also clips into place. Basically if you start lifting it at the back edge and then slide it towards the back of the car it will release.
At this point, make sure that you put some sort of protection over the threaded end of the gear lever. If you don't do this, you're going to scratch the hell out of your center stack when you remove it.
Then you'll need to remove the two screws that hold the center stack in place. They are at the outer edges of the bottom of the stack.
Then you'll need to remove the glovebox. To do so, unloop the string from the right-hand side of it (this helps to keep it from flopping out). Then squeeze the sides of the glovebox towards each other and it will release and you can pull it out.
The next part will require a 10mm hex socket wrench with a relatively long handle or extension. Make sure that you either put some tape inside the hex or put something beneath the bolt as you start to remove it. To get at this bolt, you'll need to move down into the passenger-footwell and sort of back towards the center stack from the glovebox area.
After you've removed the bolt, you can remove the center stack. To do so, lift it gently from the bottom and pull out towards the rear of the car. I suggest holding it at the bottom and via one of the vent-holes (don't pull on the vent itself, it might break).
Disconnect all the connectors (try to keep a note of where each one is supposed to go, it's not hard to figure out if you don't, but it can make life a little easier if you do). Each of the connectors has a press-latch that you can use a screwdriver to release.
Now that you've got the console free, you should be able to see the back-side of the ventilation control unit and see the three holes in the back of it that house the little lightbulbs. A small flathead screwdriver turned counter-clockwise will release them. Replace whichever ones you want, do whatever stereo mods you're going to do and put it all back together by basically reversing the steps above!