Ah, I got it a little wrong. Here's the instructions from a 99 SLK manual:
The counter can be reset by any individual. To do so:
1. Turn the key to position 2
2. Within 4 seconds press button (its the "0" button) twice.
3.The present status for days or distance is displayed. Within 10 seconds turn the key in steering lock to position 0.
4. Press and hold button ("0" button again) while turning key in steering lock to position 2 again. The present status for days or distance is displayed once more. Continue to hold button,
After approx. 10 seconds a signal sounds, and the display shows 10000 miles (Canada: 15000km)
5 Release button.
Hope this helps. I realized I had it wrong this morning after I did a service on a 99 E320. Yes, the doors have to be shut, so do this in the car with the doors closed.....Gilly