I searched the WWW for "benz e300 odbii p0200" and came up with a lot of reading material that should provide you with more ideas and things to check out. Here are a couple links, but there's a lot more where this came from:

P0200 in 96 e300

Check engine light on, code P0200 on 97 E 300 diesel - Mercedes-Benz Forum

When you get it figured out let us know what the problem was.

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- Greg -
1973 220D, The Prodigal Benz
1974 240D