I also have a 94 E420 and would like to change the cabin filter. By lifting one of the grates next to the wiper, I can see a bit of the filter and can see it is in desperate need of replacement.
The thread link that JCE posted mentioned that the webmaster of this site would post the instructions on how to change these. Since the 124 CDs do not have the instructions, I would love to see it in the DIY section.
JCE, how do I go about ordering the Lycon filter? There does not seem to be a way to order them from that web site.