No Jim you do not have to change the headlight capsule just the bulb.......I have changed mine several times and it is not a big deal once you see how it is done......I first went to a parts place called Auto Zone and i purchased the bulb there and i asked the salesman if he knew how to change them (mine is a 1500 Chev) and he said "let me show you how", he did and i now know.....Ask the salesman where you buy your bulb for the same kind of help (it requires no tools for the change)......Hope this helps you out......