I saw them install it, but can't be sure exactly.
It is on the passenger side, and you can see it on the side/top of something... I don't know what that is right there. It is under the car, about 1/2 in the middle of the front doors, if that made any sense.
The part you bought is specifically for Mercedes, correct?
And did you have the codes read? You're sure it's the 2nd O2 sensor, not the main one?
2006 E350 w/ 155k miles (Daily Driver)
1993 300E 3.2L Sedan w/ close to about 300k miles
2003 E500 Brilliant Silver (Had 217k miles when totalled!)
1989 300E with 289,000 miles (had for <1 yr while in HI)
03 CLK 500 cabrio (Mom's)
2006 C230k (Dad's)
1999 S420 (Mom's/Dad's)
2000 C230k Sport sedans
2001 CLK320 Cabrio (Mom's)
1995 C280 My First Mercedes-Benz... (155k miles. EXCEPTIONAL AUTOMOBILE. Was Very hard to let go of!)