Replacing the headlight bulbs in the VX is definitely a tough, cramped job. I believe that you can pull the rubber boot off of the headlight housing to better see the electrical connection. The electrical connections, at least for mine, were always hard to get to and there really isn't enough room in there to get good leverage on the tabs that you need to squeeze in order to pull the connector off the back of the bulb. Like Ron said, removing the air box on the driver's side will give you plenty of room allowing you to actually get your head in there to see what you are doing.
As for the little bulb retaining clip; I can't remember exactly how it holds the bulb in. I THINK you have to squeeze it in, shift it forward a little to clear the retaining tab, and then swing it out of the way. I might have a diagram at home that shows what to do. I'll try and hunt it down for you.
When you put the new bulbs in I would suggest adding some dielectric grease to the bulb posts and "plug" to make removing them in the future a little easier.
"The major difference between a thing that might go wrong and a thing that cannot possibly go wrong is that when a thing that cannot possibly go wrong goes wrong, it usually turns out to be impossible to get at or repair."
-Douglas Adams, Mostly Harmless