Let $D$ be a $G$-Connection on a vector bundle $E$. That is, one can write (locally) any connection $D$ as $D^0 + A$, where $D^0$ is the standard flat connection and $A$ is the vector potential whose components in local coordinates $A_{\mu} \in \text{End}(E)$ live in $\mathfrak{g}$.
Now, let $g \in G$ be a gauge transformation. Under the gauge transformation one can show that the vector potential components transform as $$ A_{\mu}' = gA_{\mu}g^{-1} + g\partial_{\mu}g^{-1}. $$ The claim is that provided $A_{\mu}$ lives in $\mathfrak{g}$, then so will $A'_{\mu}$.
My problem is that it is not obvious to me why this is the case. In particular, the term $$ gA_{\mu}g^{-1}. $$ I'm not even sure how to interpret this term, let alone how it lives in $\mathfrak{g}$. Any thoughts?
[1] Gauge Fields, Knots and Gravity. Baez & Muniain.