It is prewired to a changer already (from the factory!). Go to a different Stereo shop and have them do it for you. All you need is the Alpine (same as Mercedes OEM, only w/o the STAR!) 6 disc changer and some sort of adapter?
It can be done... and now with too much hassle. My local circuit city charges I think about $ 440 for EVERYTHING (install and all parts), compared to $ 1k plus at dealership! Good luck.
2006 E350 w/ 155k miles (Daily Driver)
1993 300E 3.2L Sedan w/ close to about 300k miles
2003 E500 Brilliant Silver (Had 217k miles when totalled!)
1989 300E with 289,000 miles (had for <1 yr while in HI)
03 CLK 500 cabrio (Mom's)
2006 C230k (Dad's)
1999 S420 (Mom's/Dad's)
2000 C230k Sport sedans
2001 CLK320 Cabrio (Mom's)
1995 C280 My First Mercedes-Benz... (155k miles. EXCEPTIONAL AUTOMOBILE. Was Very hard to let go of!)