You actually only change the bulb. They are held in harnesses inside the hood, just behind the actual headlights. Once you start tinkering with it, you can see how it works. It's easy to change the bulbs in a C-Class Mercedes.
Bring it to the dealer!
Acquire a new headlight. Take old headlight out. Place new headlight in. Voila
Mercedes-Benz A-Class was created in 1997.
Remove the wiring harness from the back of your 2007 Mercedes-Benz headlight. Remove the headlight retaining bolts. The headlight will come out. Reverse the process to install your new headlight.
Mercedes-Benz
Mercedes-Benz M-Class was created in 1997.
Mercedes-Benz CL-Class was created in 1998.
Mercedes-Benz GLK-Class was created in 2008.
Mercedes-Benz E-Class was created in 1995.
Mercedes-Benz CLK-Class was created in 1996.
Mercedes-Benz C-Class was created in 1993.
Mercedes-Benz CLS-Class was created in 2004.