There are two types of front lenses. The "twist off" and the type that has two little screws. If you have the two little screw version, then you have to remove the two little screws, you can't just twist it off hard (well, I guess you could, but you're going to bust it). You need to finesse those two little screws out.
EDIT -- here's a shot of my twist off lights. If yours don't look exactly like this, don't twist them off.
