I have a 525i and I dont know how to change the HIGH BEAM HEADLIGHT LIGHT BULB.

Seems like I've done this and I don't remember anything special about the process. Pop out the bulb holder and change bulbs. Just be sure not to touch the new bulb with your fingers. And if you do, clean the bulb with alcohol.

Order an Owner' Manual for your car. Procedure is covered in it. I'm sure you don't have one because if you did, you would have surely looked there before you panicked and asked the forum.