Yes, per your Lease documents, as a tenant, you are responsible to change all light bulbs when they burn out.  When a light bulb burns out, replace the bulb in the light fixture with a like-kind bulb.  Typically, the bulbs are 60-Watts. Take the bulb with you to Food Lion, Ace Hardware, Target, K-Mart etc. to purchase a replacement bulb (a typical-sized light bulb; the same kind/normal light bulb that goes into a lamp, etc.). If the bulb that is currently in the light fixture is an incandescent bulb and the store no longer carries incandescent bulbs, replacing it with a compact fluorescent bulb is fine, so long as you're able to put the fixture cover back on.
Please refer to the Rules & Regulations section of your lease documents before submitting a Maintenance Request.
If you would rather have a contractor change the bulb, they can come by your apartment to change it, but you will be charged the service fee they charge Management for doing so.