If you mean the tail lamp bulbs, you access them from INSIDE the trunk. On the passenger's side, just pop off the hardtop motor access panel (it's right behind the CD changer if you have one). You can then reach in and pull out the bulb sockets by twisting them 1/4 turn counter clockwise.
The driver's side is a bit more difficult. There is also an access panel on the driver's side for the phone module and antenna. This panel is held in place with some plastic plugs (5 or 6 of them, I think). You can see the little plastic circles on the trunk liner. You need to pop out the middle of each plug using a small flat-blade screwdriver or something similar (be careful), then the plug will slide out easily. Once all of the plugs are out, the panel will come off and you can reach the bulb sockets.
Once you're in there, I recommend coating all of the contacts on the sockets with an electrical contact corrosion inhibitor such as Ox-Gard. The SLK tail lamps are a known problem. Very frequently, the contacts corrode to the point where the socket cannot be removed from the housing and sometimes the whole assembly must be replaced.
Additional tip: If you are replacing the rear driver's side brake light bulb (as I was), you can get to it by removing the single fastener on top near the trunk linkage (where the arms go down thru the "brushes"). Prying this aside and unscrewing the brake bulb is much easier than removing the panel and all the telephone/antenna parts...