We (our Tucson Cobalt group) just did this with a Cobalt headlamp and are going to do it to the HHR headlamp as well. For the HHR you have to remove the front bumper to access the headlamp to remove it. There are 3 pieces like Snoopy said..

1 clear lens
2 grey housing with holes for turnsignal bulbs and headlight reflector
3 Chrome piece that you actually see

When we took apart the Cobalt headlamp we didn't use a heat gun or oven since they didn't want to possibly melt the housing. Believe it or not we filled the bathtub with HOT water. Just turned it to HOT all the way, waited for the water to heat, then put the plug in. Set the lamps in the water for a couple minutes and VOILA! Easy-peasy!

**just make sure that when you put the lamps together that you scrape and clean ALL the old silicone out and replace with new or you'll get water/fog in the lens**

 

Thanks for all the info. I'm planning on doing this soon, but I'm going to buy an extra set of headlamps to attempt this on, mainly because I tend to procrastinate, and I probably wouldn't get it finished in one day. So I have to be able to drive while I'm doing this, and I'm pretty sure it's illegal to drive w/o headlights .
Does anybody know what the GM part number is for the headlamps or a good place to get them fairly cheap?

Thanks again,
M