Is it a H4 type globe?
If it is, is the retainer ring a little round pressed metal dealie? If it is, you usually have to push it towards you (ie towards the front of the car) and rotate it to release (typically clockwise). This shouldn't take too much effort unless there is corrosion there.
Many others are held in with spring clips which are easy to release when you know the trick, but almost impossible otherwise. These clips are often within a ring that looks like a retaining device but is really only the mounting plate. Look for a little loop in the end of the spring clip, and again you push it toward you, and a fraction to the left or right to release.
[edit] I've just googled '95 Escort and there looks to be two types of headlight, a rectangle one and an almond shaped one. What I've said applies to the rectangle one more than the almond one. I hope this is of some help...
It's also useful to remove the electrical plug first (if you haven't already), and wear gloves if you can, 'cause there's always plenty of sharp things ready to take a bite out out of the back of your hand.
And if your car is a Recent Honda (Acura) Integra, forget it. You need to take the whole front bumber off!