As said take it back as it probably has a poor fitting rubber cap on the back which is rather hard to get too. You need to unscrew 10 bolts and take the engine tray of the bottom and then un do another 2 bolts to take the fog lamps out and its rather hard without removing the bumper. Probably why it says go to dealer when changing fog light bulb's.
Its all good m8 dnt worrie when it rains my bonnets smokes because of the water hits parts around the air filter even more so if it is a K&N....I thought it was on fire ...lol