There is a bulb located on the left (oops should be right side Doh!) side of the controls. You have to pull the face plate and then pull the controls out.
However the lamp has wires which are soldered onto the control board and is not a plug and play lamp. (at least on the ones I have played with)
Most I have seen have red wires.
Mine it out also and have been thinking of replacing it with an bright white LED with resistor in series as a permanent replacement.
[This message has been edited by Dodgerunner (edited 12-01-2013).]