Turn off the fan before you climbing the ladder to remove the dead bulbs.
Note whether a screw secures the shade or if the lightbulb holds the shade in place.
Unscrew the lightbulb counterclockwise. If the bulb is securing the shade, grasp the shade with one hand while removing the bulb.
Install the new lightbulb by turning clockwise into the socket. If the bulb holds the shade in place, keep the shade in position with one hand while screwing in the bulb with the other.