Use a flathead screwdriver to firmly push the front of the marker cover toward the tire or rear of the car while gently lifting up the marker cover. The marker cover should pop out, however, if it is the first time you have replaced the marker light, the cover will be a little tough to remove. BE CAREFUL not to use too much force because you can risk cracking the cover or chipping the car paint (my bad experience). When you pop the cover off, just twist the bulb holder counter clockwise to get to the bulb. Replace bulb and bulb holder, then pop the cover back in to place.
Thanks, I used a sharpened chop stick so it didn't scratch the paint.
I used the stated above techniques on a 2001 E320, and it works better than what the owner's manual shows. Best answer to a common question. Thanks.