I don't know, myself. But have you tried googling "replacing headlight Bulb on a 2005 Dodge Dakota? I guess you don't have the owner's manual, but you could get a Chilton's Manual anyway, Probably come in handy.
I found THIS pretty easy, by doing what I said: (no pictures, sorry)
There are three screws that hold the light assembly in on each light.
If you look at the bottom of the light you will see a small cut out on the light assembly. One of the screws in located there. You may need a flash light to see the screws. The other two screws are located on the side of the light assembly toward the center of the truck. They are covered by a rubber gasket assembly. One on toward the top of the light assembly and one near the bottom. The three screws have star heads so you will need the correct size to remove them. Once you remove the three screws you can then pull the assembly out. It will be tight because it has a guide screw attached to the assemly to ensure the light go into the correct position. Once you have the assembly removed you can see the bulb housing. You just twist the tabs to remove the bulb. You can then disconnect the wiring by pulling back on the red locking tab on the wiring harness. This will allow you to then remove the bulb and replace it with your new one. Reverse the instructions above to replace them. Good Luck
Hope this helps. Yep, looks like, according to this, you have to remove the assy, to replace the bulbs. Still might check for better info.