Arthur:

On the 1995 W124 I think the black rubber covers at the bottom of the windshield come off and the filters are down inside somewhere. These are the ones on both sides of the wiper arm. I have never changed them, but when I had the car in to the dealer last time, these covers were not snapped back in place and I think that is how they got at them. Maybe someone else with manuals for the later 124 model could confirm this?