Engine light/oil change on 2003 Mercedes-Benz ML350

Two questions. I have just purchased this car two weeks ago. The check engine light came on yesterday. ARe there things I can try before taking it in for service? Also, what type of oil and how is the oil changed?

Asked by for the 2003 Mercedes-Benz ML350
If the Check Engine light/Service Engine Soon light illuminates while you are driving, the car's on board computer sees a fault in the engines management system that is causing an excess amount of pollutants to be emitted from your car. This could result in engine damage if left neglected. Some problems that can cause the Check Engine light to stay on may take two "drive cycles' to complete before illuminating the Check Engine Light. The computer sees a problem and looks for an identical set of circumstances to occur to confirm that it has indeed seen a problem before turning on the light. A Check Engine light that continually flashes while you are driving is serious and is a sign that the computer sees a problem that seriously risks damaging the catalytic converter which may result in an expensive repair or even may cause a fire! Diagnostic codes are stored in the vehicle's computer and can be retrieved using a scantool that communicates with the computer in your car. We have in our Repairpal website an encyclopedia with in depth articles about computer, and computer control systems, emission and driveability problems. http://repairpal.com/check-engine-light
Engine oil called for in your car is most likely synthetic.
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MB recommends Mobil 1 0W-40. Hard to find in a case. I buy mine from an oil distributor. Walmart carries it in 5w-40...really shouldn't matter.