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When I got my '00 Ranger back in 2000, I had the dealer swap out the AM radio with a decent CD player (yes I know I got reamed on it). Anyway, when the dealer installed it they must have knocked out the interior temperature control lights - the lights that illuminate the defrogger settings, heater settings, fan position.
First, check me if I'm wrong, but that portion of the dash does have lights behind them to illuminate the current position of the *****.
Also, assuming it did, it would be probable that they stole the power tap from that part of the dash to power the CD player right above it. If that's true, then am I screwed here as far as getting the lights back on for the temperature controls - would I need to put a new power tap in?
It seems a bit of a stretch to say that they borrowed the illumination lead from the heater control panel. The plug for the radio has this included. Could it have been knocked off? That's more likely. Pull the radio out and have a look.
Well at least I know that there is an illumination bulb back there. It might take some doing to get that radio out of there, but I'll see what I can do.
On my '98 I replaced one of those when I replaced the Heater Plenum. I figured I had the entire dash out, why not fix that up too. I believe that there are two 194 bulbs in that panel if it is the same as the '98. I had a bunch from when I replaced my instrument cluster lights, as well as the license plate lights in the rear (failed inspection for those ones).
The radio should be the same as mine, if so then you just need the $4 tool from Autozone for a Ford Radio. It's just two U shaped pieces that stick into the holes on either side. Click them in and push outwards as you pull back. You should feel it release and slide out. Once it is out most of the way, disconnect the antenna on the right side by pulling it out, then play with the speaker/power connector.
You may be able to reach the sockets/bulbs with the radio out, if I remember correctly. If not, or if you can see them well enough, use a socket to take out the screws holding the bezel in, then pull all the electrical connections off the bezel. Then there should be four or so screws holding the heater controls in, take them out and the bulb sockets should be obvious between the connectors.
EDIT: Check my gallery for pics. I can't believe I had pics of exactly this laying around. What are the chances? Look under "Heater Plenum". I even circled the two bulb sockets in red for you on the last pic!