Well, first, I wish the ML questions would be posted at the ML/GWagen/UNIMOG board.
The key may be able to be programmed without the aid of the dealer, i have done it a few times without SDS, it would be worth trying anyways.
The description is given in the owners manual, what you want to try doing is the "remote control synchronization", find this in the index in back of the owners manual. Do what it tells you to do in that section, there are a couple different ways of doing this depending on the build date.
I believe your only problem is the remote control operation, it does start the vehicle, correct?
In most cases, the synchronization involves turning the ignition on, then off, removing the key, holding the lock button down and also pushing the unlock button 10 times, then release both buttons and then pushing either the lock or unlock button. I would try it, it has worked for me.
What the dealer needs to do is essentially the same thing, but with the SDS hooked up and putting the AAM in the "learn new remote key" function, but again, i have seen these keys synchronize just fine without the SDS.