Not certain that our cars are the same, but on my 240D there is a metal piece on the end of the cable (under the hood). The cable goes into it and is held on by a set screw. Mine came off once and I was fortunate to find it still lying on the engine later. You need to find yours if it is still there or acquire a new one and install it.
The clue on these is to hold the accelerator down while turning the adjustment counter clockwise. This relieves the tension on the cable because it is not trying to pull all the linkage and the injection pump adjustment along with it when you turn the adjusting tab.
Hope this helps. Good luck.