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You have to open up the dash and remove the instrument cluster to get to the lights. Do a search on the forum, there are some instructions floating around. My Chilton manual also describes how to do it as well.
My '01 F250 SD does the same thing. I decided I can live with it since it is an incredible amount of work just to change one stupid little bulb. I know what you mean though, it is rather annoying not to have 4X4 indication. Does your 4XLow light still work?
This Hennessey Takes the Expedition Tremor's Off-Roading Capability to the Next Level
Slideshow: The VelociRaptor Expedition gains a lift, upgraded suspension, Brembo brakes, and trail-ready equipment while retaining the stock 440-horsepower EcoBoost V6.