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.

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Jeff L
1987 300e
1989 300e
1987 BMW 325

[This message has been edited by jeffsr (edited 04-24-2000).]