Athearn used to use school glue to affix bulbs in locos. It can be softened with water and the bulb should come out.
I would just break the bulb then remove the pieces, a 3mm warm white LED should work OK. Follow the decoder instructions to hook up the LED.Mel My Model Railroad http://melvineperry.blogspot.com/ Bakersfield, California I'm beginning to realize that aging is not for wimps.
I have an Athear Mikado i would like to replace the bulb I'm converting to DCC. The bulb seems stuck I broke the wires leading to the bulb can some one tell me how to remove and install LED?