You're doing nothing wrong.

Try holding the button down a little longer. This has happened to me, too, from time to time. I was either not holding the button down long enough, or I needed to turn off the ignition and turn it back on to get it to work.

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Paul S.

2001 E430, Bourdeaux Red, Oyster interior.
79,200 miles.

1973 280SE 4.5, 170,000 miles. 568 Signal Red, Black MB Tex. "The Red Baron".