I'll take a stab at this one, Mindy.
I will assume that the cluster on your C-Class comes out much like on my 300E and SL500.
That said, the cluster is a "press" fit and not bolted on. To gain access to the bulbs and such, you need to "pull" the cluster towards you. I don't believe you need to remove the steering wheel or other components.
Your 95 is new enough to have an electric speedo, so (unlike my 300E), you don't have to slacken or disconnect a cable.
What is required is a set of "hooks" to pull the cluster from the dash. Many here have fabricated coat hangers to use for this task with good results. I purchased a set of pullers from FastLane ($15) due to the fact that I have more than one MB, so chances are I will use them more often.
To pull the cluster, you need to insert the "hooks" on either side of the cluster between the dash and cluster lip. They need to be oriented at about the 10 and 2 o'clock positions, perpendicular to the cluster housing on each side.
What you are attempting to do here is grab the serrated edges of the cluster housing that allow the hooks to "seat" against the cluster housing. giving you the necessary leverage to pull the cluster out.
Once seated, you pull one side a bit, then the other. Take your time. If this is the first time the cluster was removed, it will take a bit of coaxing. If you rush this you run the risk of snapping the lens (or some other equally expensive part)...ask me how I know!
Once the cluster is removed, you can reach behind the housing and remove the offending bulb. They are all of the twist-off type. These are self-contained bulbs (so the bulb itself cannot be removed from its housing).
They are a bit hard to find in auto parts stores, so your best bet is the dealership. They come in 1.2 or 2W bulbs...the higher wattage is for illumination while the lesser ones are for the warning lamps and turn signals. Expect to pay $4-$6 for these.