I've had this happen to me several times in my '94 E500. I have a short somewhere in my seat and if I push hard on the backrest like if you were to dig your wallet out of your back pocket, something shorts out and a fuse blows. In my car I think it is the #2 fuse maybe, I'd have to look.

When this fuse blows, my express down windows don't function (but they still work if you hold the switch), the cigar lighter doesn't work (radar detector shuts off) and the radio turns off. At this point you can turn the power back on to the radio and it will work but when you shut the car off it stays on and you have to manually turn it off!

So, long story short, check your fuses.

Randy
'94 E500