Your Mercedes' E500 headlights use H7 halogen headlights. These headlights provide optimal lumination for the E500, but when they burn out, they'll need to be replaced. When the filament inside the headlight bulb breaks, the headlight will stop working. Replacement headlights can be purchased from most auto parts stores. However, you should replace both headlights, even if the other one is still working. Since they have both been burning for the same amount of time, when one burns out, the other is likely to fail soon as well.
Open the hood. Squeeze the connector tabs and pull the headlight connector off of the back of the headlight.
Pull the dust cover off of the back of the headlight housing with your fingers and set it aside.
Grab the headlight by the base and twist it counterclockwise. This will unlock it from the housing.
Pull the old headlight out and put the new one in, making sure that you don't touch the glass bulb in the process. Touching the bulb can shorten the bulb's life. Installation is the reverse of removal.
