Need help to remove protective cover from light bulb
There is probably a set screw on the metal base, perpendicular to the direction that you insert the bulb (or parallel to the plane of the ceiling). There might even be 2 or 3 screws. You need to loosen (but not remove) them, they hook under a lip of the glass enclosure to hold it in place. Be careful to not drop it.

I circled the screws in this photo: