1999 Mercedes Benz CLK bulb warning light

the system works by total resistance of the whole circuit try replacing 1 bulb if reoccurs move it to the next as you may have a loose or faulty element also check wires going to each bulb as loose or partial connections can lower resistance

have changed all bulbs but still comes on!

I have came across this problem a number of times, it is an expensive fix, you need to replace both rear light cluster units and check all the wiring is cleaned and replace connectors as required, either that or dont worry about it. Plain and simple :)