Remove 4 screws that hold the lower panel in place then replace the steering damper. Probably just a nut and bolt at each end.
It's a bit of a sticky situation because it'll have to come off again when they do the rest of the work. You'll save the part cost difference but you'll have to pay for labor. It's also a little silly to have them reinstall the old steering damper for you to replace later. They might pull a trump on you by saying they can't warrant their work unless a new steering damper is installed at the time of the major work. And a dealer will certainly not accept installing a part you bought from a non-MB part source. Probably won't accept a MB labeled part you carry in.