Rob, you can try this first:
Try tapping or gently banging the vent control wheels, this may bring the lights back to life, otherwise do as advised. This worked on my '89 300E over a year ago. Still going strong..
If this doesn't work, then you'll have to remove the top of the dash to replace the bulbs.
1987 BMW 325
[This message has been edited by jeffsr (edited 04-24-2000).]