WARNING: This page is about a different car, the 2002 Oldsmobile Bravada, 2002 GMC Envoy XL, 2002 GMC Envoy, and 2002 Chevrolet TrailBlazer. However, it is still accessible from the selected car via links, so may be relevant.
Remove the bulb socket from the cornering lamp.
Release the forward retaining tab (1) from the fascia.
Fig 1: Side Marker Retaining Ear And Stem
Courtesy of GENERAL MOTORS CORP.
Remove the rearward retaining tab (2) from the fascia.