Changed both front rotors on my W140 recently... very easy job if the rotor isn't rusted to the hub.
Just pull the pads/caliper, move it out of the way. Remove the caliper mounting front the knuckle (these are bolted on pretty tight). I found the bolts came out a lot easier if they are heated some... I suspect there's Loctite (or similar) on the threads.
Remove the allen screw and lift off the rotor.