On w126...door panel HAS to come off.
THere is a little screw on the left end of the handle. It screws into the handle from insdie the car/door. Its phillips head. This holds that end in place.
THen on the other end you have the door jam one which you already got. Metric allen head.
Then you have to put your door key in, turn it left or right, and remove

I"ve done this about 20 ZILLION times becuase my 300SD had door lock issues.
If you need any help, drop me a pm.

Brandon

EDIT: by left end of handle I mean the end opposite the lock end.
Also make sure the window is up first