I now drive an E320, but over the past 4 years have spent lots of time in a similar forum for Volvo, i.e., "brickboard.com". The very same problem frequently occurs, and is often attributed to bulbs of different manufacturers in corresponding positions. A previous poster's reference to "cheap bulbs" comes close to identifynig the problem, but the probable cause is the diference in resistance between bulbs of different manufacturers. For example, If your right front turn signal bulb (say Sylvania) burns out and is replaced with another of different resistance (say GE), even if it is the correct bulb size and fits in the socket, the "bulb out" indicator light may illuminate. This is the result of what the circuit is designed to monitor: that is the difference in the resistance between bulbs in similar circuits. So, if you replaced the right front turn signal bulb with a bulb of different resistance (Sylvania) than the current left front bulb,(GE), you will likely be annoyed by the "bulb out" light even though all bulbs are working properly. The solution is to replace the perfectly good left (Sylvania) bulb with the same bulb now used in the right (GE).

Caveat: Sometimes even this won't work. In frustration, some have either removed the offending "bulb out" indicator bulb, or obscured it with black tape.

good luck,

Mark