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Turning the light off ensures that there is no chance of getting shocked when you change the light bulb. Make sure that anyone in the same room also knows not to turn the light back on while you are working on it. If you are taking out an incandescent or halogen bulb, you will need to wait 5-10 minutes after turning the light off for the bulb to be cool enough to handle. An LED bulb, on the other hand, will always be cool enough to handle. Depending on the type of track lighting you have, it may be necessary to take the light off the track before removing the light bulb. In general, if you can simply unscrew the light bulb out of the front of the fixture, then you don't need to take it down. If you need to take a cover or piece off of the fixture to get at the light bulb, it's probably easier to take it off the track before changing the bulb.  If you have the instructions that came with the track lighting system, consult it for information. You can also research the fixture online if it is particularly difficult to figure out. To take a fixture off of a track-lighting system, you typically need to rotate the base of the light. Loosen any set screws, pins, or locking rings that keep it in place on the track and then turn the fixture counter-clockwise 90 degrees. The whole thing should pop out of place and come out into your hand. Traditional incandescent, CFL, and LED bulbs are removed by unscrewing them counter-clockwise. However, track lighting often has specialty bulbs that are unscrewed, unplugged, or twisted and locked into place. Inspect the bulb before trying to take it out to see if you can identify how it is removed. Move it side to side and pull it towards you gently, watching to see if any movement occurs. With one of these motions, the bulb should begin to move.  You may need to take a cover off of the bulb to access it. If you can't see the surface of the bulb, explore the fixture to figure out how to get to it. Covers are usually kept in place with a small set screw or clip. If it is not self-explanatory how the bulb is disengaged, consult the installation instructions that came with the fixture.
Turn the light off. Determine if you need to disengage the fixture to get the bulb out. Remove the bulb from the light socket.