You can do it... it's the easiest thing. All you do is swap out the old filter with the new (new gasket too, which comes with the filter. And you unscrew that bolt at the bottom of the block, releasing all of the old oil. Then you rescrew the bolt in with it's new washer, and refill the crankcase with oil!
I was the same way you are... but once you do it, you'll realize how easy it is.
2006 E350 w/ 155k miles (Daily Driver)
1993 300E 3.2L Sedan w/ close to about 300k miles
2003 E500 Brilliant Silver (Had 217k miles when totalled!)
1989 300E with 289,000 miles (had for <1 yr while in HI)
03 CLK 500 cabrio (Mom's)
2006 C230k (Dad's)
1999 S420 (Mom's/Dad's)
2000 C230k Sport sedans
2001 CLK320 Cabrio (Mom's)
1995 C280 My First Mercedes-Benz... (155k miles. EXCEPTIONAL AUTOMOBILE. Was Very hard to let go of!)