Just change the respective bulbs. The switch just pulls straight out. You can use a small pick to help you.
This should help you and others on this sight, it's the light bulb sized used on the Jimmy's 96 to 05:
1996 - 2005 GMC Jimmy Car Light Bulb Size:
Low Beam Headlight Bulb Size: 9006
High Beam Headlamp Light Bulb Size: 9005
Parking Light Bulb Size: 3157
Front Turn Signal Light Bulb Size: 3157
Rear Turn Signal Light Bulb Size: 3057
Tail Light Bulb Size: 3057
Stop Light Bulb Size: 3057
High Mount Stop Light Bulb Size: Assembly
Fog/Driving Light Bulb Size: 880 or 881
License Plate Light Bulb Size: 194
Back Up Light Bulb Size: 3156
Front Sidemarker Light Bulb Size: 194
Ash Tray Light Bulb Size: 161
Glove Box Light Bulb Size: 194
Map Light Bulb Size: 168 or 211-2
Step/Courtesy Light Bulb Size: 168 or 211-2
Trunk/Cargo Area Light Bulb Size: 211-2
Under Hood Light Bulb Size: 93
Instrument-General Light Bulb Size: 161 or 37 or PC194 or PC74
Check Engine Indicator Light Bulb Size: PC74
Hi-Beam Indicator Light Bulb Size: PC74
Seat Belt Indicator Light Bulb Size: PC194
Brake Warning Light Bulb Size: PC74
Automatic Transmission Indicator Light Bulb Size: 194
Directional Signal Indicator Light Bulb Size: PC74