I just bought a 2010 MKX and wanted to turn off illuminated entry. So I looked in owners manual I found the procedure that was posted above. I tried it and the horn would chirp as if it had been disabled but they still came on. However, If you go to www.motorcraft.com and look at the owners manual for a 2010 MKX there are three different revisions for the 2010 model year. The first two have the steps necessary to disable the system but the 3rd revision does not mention anything about disabling the feature. So if it can be done I guess the only way is to go to the dealer.
