That part should be very snug. I replaced the shocks on the SL last year (they were stock from 1983 if you can believe it) and all of the noises from the front end disappeared. It made a knocking/rattle when you'd go over a bump.

__________________
Current stable:
1995 E320 157K (Nancy)
1983 500SL 125K (SLoL)

Gone but not forgotten:
1986 300SDL (RIP)
1991 350SD
1991 560SEL
1990 560SEL
1986 500SEL Euro (Rusted to nothing at 47K!)

Gone and wanting to forget:
1985 524TD 167K (TotalDumpster™) [Definitely NOT a Benz]