dude is this a W140? Assuming is yes.
Very easy if you can open the hood. If not you will have to force it out.
After the hood is open, put your hand behind the lights and locate a "clip" which holds the coner light to the head light.
After you locate the clip, just press it, push the light outward, to release the coner light.
By now you should have the coner light hanging by the wires. All you have to do is unscrew the bulb socket from the old light housing to the new housing. If you can't unscrew it out, buy a new socket. My parts man sold me 2 sockets which I didn't use as the old socket unscrewed very easily. Nevertheless, i have heard some find it hard to unscrew. Try your luck.