Detailed instructions are available from the Bosch site at http://www.bosch.de/aa/en/produkte/filter/innenraum/einbauorte.htm
. Explanation of the instructions is on this page, click on your make to the right (MB) and after the Adobe acrobat page comes up, move down to your model. It looks like the filters are behind the glove compartment liner.
The filers are sold through Fastlane at a really decent price, compared to many other sources I checked.
2003 Firemist Red/grey leather SL 500
2015 Palladium Silver/black mbtex GLK 350
1987 Smoke Silver/burgundy mbtex 300E Sportline (SOLD)
Click to see 87 300E