Oh yeah one more thing: The 500E lights are different from the 500E lights, so don't get the W124 kit unless it specifies for the 500E.
www.puma-access.com has them.
Also, a thread outlining some of the issues you may encounter...
http://www.peachparts.com/shopforum/showthread.php?threadid=69001
Many here on the forum have done this conversion (except for me

), so do a search and you will find tons on the subject...