i have a a 2002, and the oil filter is at the top of the engine on the driver's side. it holds a drop-in cartridge filter, and a special wrench that covers the entire top will be needed. it is available from Mercedes for about $20 and uses a half inch socket wrench.
Go to autozone or advanced auto parts or Oreilly and order 14 Flutes 76mm. That removes the oild filter cap on the SLK230. Be sure to add the rubber ring and have it sit in correctly or you can get get an oil leak. Just done this on mine. Good luck. P.S> the part only costs $6