Anyhow, when I fixed the light on my friends 240sx, we had the console off and I had to pop the entire switch out before I could even take a look at it. It was covered by a sleeve on the console. Also took off the harness out so I didn't have to work on it in the car.
Assuming that it's similar on our cars... His bulb wass in a small circular holder. It was easy to get out with a phillips screw driver. Like I said on the i-club post, it's probably just loose. Tighten it up and test it before you put stuff back together.
Sorry, don't know how to pull of the console for the part you guys need to get to.