Your User Manual should have instructions on how to do this, especially for Halogen type bulbs. I have responded on this site on how to replace the Halogen low beam bulbs for my 06' E350. Yours may be similar but check your manual first, it should also provide you with your the type of replacement bulb.
I had checked my user manual before, but rechecked after your answer and found the "replacement" section. I am surprised that Mercedes actually does provide instructions. I also found the bulb type to buy. I love the car, but hate the idea of paying a mechanic fee for such a simple procedure. Thanks very much, you saved me a money I can't afford to spend right now.