Can anyone tell me how to replace the lenses on my 300e euro lense?

Mbenz has a good description of the procedure below. If you have OEM euro lenses and not an aftermarket glued version the clips for the removal of the lenses should be very visible on top when you open your hood:

How do I install 1994 E Class Euro Lenses

Cris,

You still haven't made up your mind about the W124 E-class upgrade you want to do?
You mailed me about the mhw grill frame that can be welded to the hood and the possibilities with the head light lenses. Well: when you want to weld that frame to your hood, the current head light lenses can be kept; you do not need the curved lenses with that grill frame (it will just keep in front of the head lights).
However; if I were you and wanted to upgrade my W124 (and I am a kind like you since I am upgrading my W124 right now), I would definitely do it with OEM mercedes parts. Like I told you, my friend had a mhw grill frame welded to the hood of his 190E 2,3-16. There was nothing wrong with the outer appearance or the quality, but it was just...after market...
Just buy a new or used hood, grill and "95 lenses (not 500E) and modify your car. Maybe I think a little too easy about these kind of things because I bought my hood and lenses for only a few $$. I got a new mercedes hood with a little transport damage (it has got a scratch) from a Belgium MB dealer.

If you are not in a specific hurry and do have some time left, you can check my home page about the W124 model upgrade (part#'s and pics) within 3-4 weeks.

greetingz,

__________________
1990 300SL-24
1993 C250D with a minor 600+k kilometer
www.MBenzNL.com(the Netherlands)