David, the front door sills have three U shaped clips (like described by Gilly) and these are easy to take off.
I had a look in one of the accessory books at mercedes last week and saw that they sell the actual illuminated doorsills for the W202 C class.
The front door sills are illuminated and the rear are not (but they have mercedes benz printed in them). I think that the doorsills are actual not illuminated but retro reflecting (or however it is called in US language), so you probably don't need to wire them. If you do need to wire them, you should at least wire them separately with their own fuse (instead of hooking them up to a nearby powered wire).
Just be sure to take some pics (especially from the rear/bottom side).
with a minor 600+k