Looking in from the grill with the hood open the oil filter is located at the rear of the engine near the firewall on the driver's side of the engine. It is a cartridge style oil filter not a spin on traditional style filter you may be accustom to. Mercedes require a tool #103589020900 to remove the oil filter housing cover. Removing the cover allows access to the cartridge filter.
If you want to change the oil yourself, I suggest you buy an oil extractor similar to the following: http://www.amazon.com/Mityvac-7400-Liter-Fluid-Evacuator/dp/B000JFJM14/ref=pd_sbs_sg_4 Then you simply slide the tube into the dip stick pipe, pump the extractor to create a vacuum, and wait for the oil to get sucked out of the engine. Pretty easy.