Not all cables work correctly even though they look like they might. When I brought up the cable issue with Spyder's support, they sent me free cables, they looked right, but didn't fit, that's why just went to the dealer and got it over with.
The ones I got from Importec are original BOSH OEM and work exactly as they should.
The difference is that they have 1 extra wire, which the 98/99 SLK doesn't have (at least not the US models). The wire feeds the "city light" which doesn't exist on the US models.
On the other hand, the US models use a dual-filament turn signal bulb, which uses one filament for the parking light, the other for the for the turn signal.
The Spyder lights come with a single filament turn signal bulb, but the original SLK turn signal bulb holder fits the Spyder housing perfectly, so simply remove the turn signal holder that came with your Spyder light and replace it with the original SLK one.
Another thing you can do is to tap into the 12V wire that feeds the parking filament, and tie it to the gray wire on the harness adapter. this will light up the center "city light" bulb on the Spyder Light. I also tied it to the LED wires to power up the halo rings.