Turn off the engine, and remove the key from the ignition. Find the fog light area on the Hyundai Sonata. The foglight is located on both sides of the front of the car, directly below the headlights. The fog light will always be below the normal headlights, and the plastic will be clearer than the normal headlights.
Directly beneath the fog lights is a control panel that gives you access to the inner workings of the light. This control panel is held in place by two phillips screws. With the Phillips screwdriver, take out all four screws, two on each panel. Remove the panels, and set aside the screws.
In order to safely remove the broken fog light bulb, you must unhook the power supply to the fog lights. Take out the small plastic plug that goes from the car to the lights. It should be easy to pull out. It is located directly behind the fog lights.
When the power is removed from the fog lights, slowly unscrew the broken bulb, and place it aside. Replace the broken bulb with your new fog light bulb.
Replace the control panel, and make sure it is screwed back in tightly. Turn your lights on to make sure the process went smoothly.