i took my '06 mercedes to get an oil changed but said oil is mixing w\coolant!

Get a second opinion at another shop. If the oil has a muddy look to it or you can see water on the oil fill cap, then they are telling you the truth and there is a problem usually a head gasket issue.

The oil cooler might have an internal leak we have had replace a few (oil coolers) before with the same symptom.