It should twist 90degrees or so and then pull out. As far as telling if you need a new buld, burnt out bulbs are generally dark towards the ends. You may need a new "starter" as well, that the little cylinder towards the middle that also twists out.
If you have LFS
with people that know a lot about aquariums, then you may want to take the hood to them and they might be able to figure out whats bad.