Heres my DIY thread on changing the fluid. Pay particular attention to the colour of the old fluid that had done around 170,000 miles:

http://www.mbclub.co.uk/forums/showthread.php?p=218282

I would recommend every 60,000 miles but its important to consider what kind of driving you do - if its mainly around town, changing gear regularly, then you may want to revise that estimate downwards.