You can grind off any old link with a Dremel tool or similar, which will allow you to connect the new chain. Make sure no debris falls into the engine. A helper to help guide the new chain in is useful - no mechanical skill needed. You want to focus your attention on not skipping a tooth as you rotate the crank with a 27mm socket. Recheck timing once installed by checking the zero position on the crank with the alignment mark on the cam.

I would also recommend renting the chain crimper (Performance Products has it - maybe your local MB show will be nice enough to loan one to you) which will do a perfect job of crimping the connecting link. Worked like a dream when I did the chain on my 300SD at 100k (now at 200k). Some advocate peening the rollers on the connecting link with a hammer (!) but why take the risk(s)? BTW, OEM chains are made by IWIS - orange box as I recall.