You need to remove the radio.
There is a regular incandescent bulb behind the LCD display that backlights it. It can be removed from its socket and replaced with a new bulb you can get ay pretty much any auto parts store (take it with you to match).
The remainder, behind the buttons and front display, are incandescent bulbs soldered to the front PCB of the radio itself. There are like 5 or 6 if memory serves me right.
I've replaced both. If you're halfway decent with a soldering gun, the ones on the front face (behind the buttons, eq etc) are pretty easy to swap out. The one that backlights the LCD is more or less a screw in replacement.
Removing the radio is very simple - just unscrew the couple of screws on the front dash below the steering wheel and pop the front dash straight off. It's scary to do the first time, but once you see how little holds it in place, you won't be so nervous. Then, the radio is held in place by more screws.
If I remember correctly, you are going to need some TORX screwdrivers to do some of it.
Also, to get to ANY of the lights I've mentioned, you need to remove the radio AND take it apart.
Having done this a couple of times and being decent with tools etc, I could get the radio out in ~2 min and it apart in another ~3. For the first time, figure 1/2 hour.
The other option you have is buying an OEM replacement from ebay or a junkyard. Figure $40 or so...