I just purchased a 2001 CLK430 and a brand new Genie Opener. We had no problems getting the Genie to work. The insutructions in the 'tomes of knowledge' are a little screwy, but if you follow them closely, they will work. I recommend highly (as does the manual) having a partner help you out.
Essentially, you set up the integrated opener to 'learn' and then you 'teach it' the rolling code stuff using the teach/learn button on the opener. Our worked the very first time we tried it.
the only thing I'm dissapointed in is the range that is much, much shorter than the handheld unit.
Have you made sure that the '98 SLK can learn rolling codes ?