Your lights are on because codes are set in the soft top controller, and I believe the only way to reset them is to run diagnostics. For '96 and newer SLs, this requires the M-B Hand-Held Tester or a diagnostic tool with similar capabilities. Very expensive. You'll probably have to go to the dealer or a well-equiped shop. It will take them about 10 minutes tops. The only other possibility -- extremely remote I believe -- is that they will reset themselves over time. Might be worth posting in the Tech Help forum to solicit a 2nd opinion.

Regarding batteries, I personally have no preference for one brand over any other.