Yes you need to buy the socket, Phil or your local MB dealer can get it for you for about $30. Once in awhile they pop up on ebay for about a third of that.

Supposidly there are aftermarket ones that work, but for $30 I'd just rather not mess with it and use the right one.

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1999 SL500
1969 280SE
2023 Ram 1500
2007 Tiara 3200