Ugh. I looked in to doing Stage 4, and basically it ain't worth it. You need the complete Euro exhaust manifold, crossover, and exhaust pipes. It's not just one or two pieces, you need to do everything. They really sent a kluge to the USA. If we could find a wrecker in Europe who would sell all the parts used for cheap, it could be a neat upgrade, and also allow bolt-on fitment of the Mosselman intercooler.
I think the worst part would be shipping the large, bulky, unweildy exhaust pipe(s). Here's photos of the Euro setup:
http://www.meimann.com/images/mercedes/OM603_intake/