The little fan you are looking for is called the aspirator motor, and it blows air through one of the air vents up to the sensor near the dome light.
On W202's and W124's, the aspirator motor is inside the passenger air vent next to the glove box.
I'm pretty certain this is the cause of your squeak.
2001 E430, Bourdeaux Red, Oyster interior.
1973 280SE 4.5, 170,000 miles. 568 Signal Red, Black MB Tex. "The Red Baron".