The older gassers had the oil cooler attached to the radiator, not sure on the newer ones. If it is you will have to separte the cooler from the radiator, it may be affixed with at least two carriage bolts, the nuts should be on the engine side of the radiator. Much easier to split them than try to disconnect the oil lines to the cooler. It may seem the two are fused together, but with gently persuasion in the form of steady tugging, you should be able to split them.
Upon reassembly, be sure to check the transmission fluid level as you will likely loose some that remains in the cooler and some that drips out of the lines. Try to keep the hose ends clean and free of crud.
'73 280SEL 4.5 (9/72)- RIP
Only 8,173 units built from 5/71 thru 11/72
'02 CLK320 Cabriolet - wifey's mid-life crisis
2012 VW Jetta Sportwagon TDI...at least its a diesel
Non illegitemae carborundum.