Unplug the microwave or, if the outlet is not accessible, disconnect the power at the main circuit breaker.
Unscrew the cover protecting the burned-out light bulb and set the screw to one side. Let the cover hang down.
Remove the bulb taking care not to burn your fingers; the light fixture may still be hot if it was recently working.
Insert a replacement 40-watt replacement bulb. Take the dead bulb to your local hardware store if you need help picking out a suitable replacement. Repeat steps 2 through 4 for the other light, if necessary.
Reconnect the power to restore your microwave. The lights work immediately.