I know that other diesels, Frod, Chevy, Cummins, etc..have a valve that you open to purge the water out. You let the water run out until you see fuel.
How come MBZ's do not have this?

I know what you're talking about, and I can't understand why MB doesn't have them. They are a really nice safety feature in my opinion, because even the smallest amount of water in the injection pump can really do a lot of damage. My VW Jetta had a whole big water seperator unit under the car, and then a drain valve in the filter itself. I'm quite sure even the newest VW diesels have the same filter. What's up with Mercedes?

Greg

the water seperators that I have seen are just inline fileters. I wonder if I could put one in my car?? What are the consequences of doing so?

AmsOil Makes One...
 

You can buy a water separator from AmsOil at their website, but unless you drive cross-country regularly, encountering varying fuel qualities, and degrees of humidity, they really don't make much sense. And, you probably don't need one. Driving in the same relative area, and using a quality diesel fuel while keeping your tank refilled regularly is what really matters in these terms...

If you get a load of water in your tank you can always disconnect the line to the main filter, then use the hand pump to suck it from the tank and dump it into a container.

A good source of water removing diesel filters is a good marine store.