I eventually found that the panel under which sits the light bulb is on the top of the oven. To get at it it is necessary to remove the plastic facings and a couple of brackets so that the unit can be pulled out and the panel made accessible.
Not a triumph of design
Don
December 2011
there should a panel inside the lifts out the bulb is inside it will either pull or screw out take it to your local diy store get a replacement it will be around £2
JIM
November 2011
I can answer this question...
How can I replace the lightbulb in my Neff hft879?