Did you buy the car used? I found out the hard way that some dealers will pull the trouble lights out of thier sockets and bury them in the dash before selling em. Mine had two this way. Couldn't figure out why it was soo bright behind the dash.
JimF has an excellent site on troubleshooting various systems as well as the code reader. Her is the link to his reader page
http://pages.prodigy.net/jforgione/MB_X11.html
For future purchases, I will be sure that ALL trouble lights flash when turning the key, otherwise I will be looking elsewhere.