If you can solder, you can replace the bulbs. otherwise, your only option is to buy new steering wheel controls.
Below is an old post by someone else on how to replace it.
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I've replaced the bulbs in 3 of these things now--fairly easy to do:
Go to Radio Shack and get the bulbs mentioned above
Carefully pull the control unit out of the steering wheel--there's not much slack in the wires, so don't overdo it. Once you have it pulled out, you'll see a connector on the back that looks like the audio cable for a CD ROM drive-unplug that.
Take unit in house, so you have a nice place to work on it
Just below the buttons, you'll see the little tabs that latch the unit together--using a very small screwdriver, pry the unit apart--make sure you dont lose the "rocker" pin for the switches
Towards the top of the unit, you'll see a small hex-head screw--remove using needle-nose pliers, then pull the PC board out of the housing.
Pull the orange cover off the burnt out bulb--save to put on new bulb.
Easiest way I found to pull old bulb is basically to crunch it with needle-nose pliers, then using your soldering iron, lightly heat each of the wire stubs that are sticking up, while pulling lightly with the pliers (helps to clamp board down, or have someone hold it for you)--as the solder melts, the wire will pull out
Reverse the procedure to put the new bulb in--the leads are way too long, so you need to trim them down some--hold it above the holes in the PC board, and heat each wire a little at a time, and the bulb will "walk" it's way down in--in most cases, you don't even have to add solder
Take unit back out to car and test your work BEFORE you put the switch back together--lots easier that way
If it works, go back in house and put everything back together, then reinstall unit in steering wheel, and enjoy lit buttons.
If you are not comfortable using a soldering iron, I suggest you find a friend who is. If nobody around you wants to do it, email me at jimzdat@earthlink.net --you pay for parts and shipping, and I'll replace the bulbs for you