I ordered the lamp from a company called Advanced Lamps.
In order to make sure I received the right replacement, I moved the TV and found the actual part number for my unit KF-42WE610.
When the lamp showed up, I had a hard time finding clear instructions for the swap. For this reason, I took lots of pictures to help everyone else out that may have a similar model TV.
Step 1: Around Back
Wait at least 30 minutes if the lamp was just on.
Find a thumb screw and loosen it all the way. Next find its match on the other side of the TV and do the same. It is a fine thread so there will be lots of twists.
Step 2: Pulling the Cover
When both sides are loose, the center will still be hanging on. Gently put a hand up from the bottom and pop the last button located just about 1 inch to the side of the power button.
Step 3: The Lamp Cover Door
This is about where the instructions I found on the lamp sites pick up. All though the images were too small or they were line drawings and did not depict the front or back of the TV. : ) Nice...
Anyway, loosen the thumb screw and remove the cover door.
Step 4: Remove the Burned Out Lamp
When the screws are loose, the lamp housing pulls straight out. It fits snuggly on positioning posts and will require a little effort to remove it. Be firm but gentle.
Step 5: Remove and Clean
You are not supposed to touch any of the optics in the unit. However, if I put a new lamp in and let it blast through that garbage my picture and brightness will suffer. I figured that I was better off taking a chance with a dry micro fiber cloth and rubbing it clean ever so gently. This was a good choice. It cleaned up beautifully and I have no odd anomalies on the picture.
Consider this your warning. This may void your warranty if you touch that lens, so consider it carefully.
Step 6: Insert New Lamp
Now, tighten the screws. Down firm, but not tight. These screws just keep everything from wiggling, they do not hold a 200lb mirror on the wall.
Step 7: Replace the Lamp Housing Cover
Place the cover and tighten the thumb screw.
Step 8: Align the Main Cover
Step 9: Give Them a Bump
One of the bumps will be at the yellow circle and another at the center just to the side of the power button.
Step 10: Re-Visit the Thumb Screws Around Back
Step 11: You Are Done!
Don't forget to re-adjust your picture settings, as you probably compensated over time and did not realize how much.
I hope this is helpful.