Jim, It's good practice when changing a battery to keep power supplied to the car.
Not only for retaining memory and radio codes, but more importantly when you connect the new battery it helps prevent voltage spike, this spike can damage sensitive electronic components instantly.

I have two fly leads made up from 4mm wire, 3 meters long, one black (-) and one red (+ fused) with alligator clips at each end. You could use jumper leads but they are too cumbersome.

BEFORE YOU START, REMOVE KEY FROM IGNITION!

Using either a spare battery or donor car, first connect the red lead to the main terminal on the battery you are about to change or connect to the jump tower most Benz cars have, then connect other end to donor battery.

Now, connect black lead to a common ground on car and connect the other end to donor battery

Now you can safely remove and replace battery, just remember that positive lead is "ALIVE" so don't ground it. Start by removing positive lead and cover the end with a rag or anything non conductive (so it can't short out).

I have used this method for many years with no problems.

Good luck