I can't seem to be able to remove my damaged right rear turn signal.  Do I have to remove the right hand side handle? And if so, I am having loads of trouble removing the screws and bolts, they just won't budge.  The clymer manual hasn't been helping me much.

Please tell me what I need to do to get my turn signal off and install a new one

Very new to motorcycles

my bike is an 05 s40.  I just want to replace the entire right rear turn signal.  

I already have the OEM replacement part for it and it's basically in one piece, doesn't look hard at all

You need to remove the entire side rail... sorry, wires are hid underneath.
Then the big philips and such.

In a situation like this I would hit it with the Clymer! If nothing else I would feel better about myself.

But yes remove the rail. There is a blind bolt next to the front 2 bolts. You'll see when you remove the 2 "thru" bolts at the front.

Yeaaa,  wellll,, good luck with that,, Iv e got a manual impact AND a 3/8ths air impact AND a 1/2" impact & Ive got screws Icant budge..

That's the set screw that you're having trouble with. Just need a biga$$ screwdriver and some leverage. All of the bolts are gonna be "lock-tighted."  When you replace them, use button-head allen screws which won't rub the rear tire under load.

I just replaced both rear turn signals, and you have to take off the side rails and sissy bar to get to the wiring which is jammed/clipped in. You can get to the bolts under the fender best if you at least remove the shocks and raise the rear fender with a block of some kind between the tire and the fender; or better yet remove the rear wheel.

Hope this helps.