Could be a bad seal or valve in the valve body, or it could be a sealing ring inside the transmission further, like a teflon ring.
The trans fluid change wouldn't hurt, especially if you don't know the service history of the car. Try finding someone familiar with MB transmissions to do the work, or do you want to do it yourself?
The transmission fluid is called "DexronIII/Mercon", several manufacturers make this type of fluid. MB doesn't sell it themselves though.