I had the same problem, but it only happened at consistently high RPMS. I was driving to Arizona going 90-110 mph, and the rpms were betwen 3500 and 5000. When I would stop, I noticed the exhaust smoking (right below the transmission), I therefore deduced that it must be the transmission fluid (it was).
I took it into MB of Tucson when I got there, and my fluid was overfilled.
Moral: Check and make sure your fluid is at the proper level! Good luck!
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!)