It doesn't take much effort. The sides are notched so that you can insert a flathead screwdriver and pry it out. Mine trunk light comes out the easiest with prying on the drivers side. Once you have the light removed it pretty clear how to change the bulb.

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'94 E320 with 272,000 miles. '92 500SEL 133,000 miles.
Mods to the '94: TomTom GPS in place of ash tray, Auto Dimming Mirror ,Memory seat, DEI 545T Auto lamps, DEI 530T Auto Up/Down Windows, DEI Remote Start, Motorola Bluetooth® Car Kit, Built in phone charger using factory phone wiring, RainTracker Rain sensing wiper, Keyless Entry, Ambient lighting of center storage compartment. Soon: factory heated seats, REST
Mercedes-Benz is my addiction of choice.
http://www.youtube.com/vanwiek