2000 Kia Sephia check engine light

Can anyone explain how to change the check engine light? Is it difficult to do? Apparently mine is on but bulb is burnt out. I was told that both times I had inspected. Failed first time, fixed problem, codes still read the same thing. Shows misfire in cylindar 3, but it is driving fine now. second inspection had same codes, but they said our light was still out and needed to fix that so we would know if on or off. We had driven over 125 miles and the computer still won't reset. Any ideas as to what we can do?