WARNING: This page is about a different car, the 2004 Cadillac CTS. However, it is still accessible from the selected car via links, so may be relevant.
Fig 1: Identifying Retainers Securing Overhead Console To Headliner
Courtesy of GENERAL MOTORS CORP.
Install the bulb.
Install the console retainers (2) to the headliner bracket.
Push up on the console to secure it to the headliner.