Below is the schematic for the installation of my new Hellas. Uhhh... Which one should I use for my 99 GLE?

One thing I don't understand about 2a is why that middle line going to positive? Is that to power the relay?

 

Just use your factory plugs for power and do a chasis ground.
No real need for the relay.

 

so you can just wire up one plug on the horn to the existing stock harness and then ground the other plug somehwere on the car?

 

Not sure which Hellas you got, but i've got their autobahn horns, and hooked them to the existing harness behind the grill. There was only one stock horn there, and one under the hood for the alarm. There was a spare horn wire behind the grill, so it was a simple "plug and play". Very easy install, and they are really nice and loud!