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Besides the bumper blinker lights, I can't see the difference
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That is the difference... Sometimes the small things can make a huge difference. I mean why the hell would you need a reflector near the bottom of the bumper? To warn drunken squirrels?

 

The MSP still has a side blinker, just its behind the wheel and a little higher.

Are you going to put those in to keep a side blinker?

 

The 02.5 & 03 P5's have the same side blinker on them also.

 

Ah, so they do! Now that I'm putting P5 lights in, I'll have no side blinker... I think I'll need to install one to keep it legal.

My 2002 has no side blinker as it is.

 

I wouldn't see why you would need one... They are more decoration than anything. Kind of like having those LED arrows in your side mirrors

 

They are required for the Protege5 headlights --definitely.

I'm shocked they even did the 2002.0 without them, when they already had the fenders from the Protege MP3 in 2001 with the holes. With the Protege5 headlights, you can't see the turn signal flasher from the side of the car.. not even a little bit.

At least on the 2002.0 Protege5 you can wire the side marker light on the bumper to function the same way.. why it wasn't like that from the factory I have no idea.

To keep it legal (obviously mine is not) you need an amber reflector in front of the front axle, and an amber running light somewhere visible in front of the doors. If you installed 2002.5+ fender turn signal repeaters, and then mounted an orange reflector.. somewhere near the headlight on the bumper, it would be legal --and look silly :P