Hmmm, your 1995 4 speed auto, 722.4 transmission should not have 2nd gear start. I have the 722.4 and it's not 2nd gear start. I think they stopped doing this in 1992 or so.

Have you tested it from a stop, paying close attention to it shifting 3 times through all four gears?

So to answer your question, it already should start in 1st gear.

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2006 E350 w/ 155k miles (Daily Driver)

Previous:
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!)