Go here and click on C Sedan.
http://home.earthlink.net/~phdwebsite/satellite_bulletins.htm
These are the instructions for installing the Sirius kit in a 2004 C-Class. It'll show you want comes with the kit and how it's installed. I don't know if it could be retrofitted to older C-Class cars.
The alternative is to go to Best buy and get an XM Radio Roady and FM modulator adaptor.