It is behind the fuse box near the firewall. There are about 4 other relays all grouped together. Too close under the hood to be able to see if anything was labeled.
I'm going to call the dealer in the morning and see if they can locate it.

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1987 350SDL Parts Car
1987 350SDL #2 Sons Car
1991 350SD My Car-RIP 9/7/09
1992 300SD Her Car
1995 E300 Spare Car-RIP 4/23/09
1992 S320 My Car - Soon to be diesel
1990 W250 4x4 Cummins #1 Son's Truck
1993 D350 Cummins My Truck
1999 3500 Cummins Just Another Truck
1987 Executive Cat 3208 Family Wagon

"Growing up is a choice. Growing old is a privilege"