I will assume the W203 is the same as the W202. Do you have a black plastic cap that you unscrewed to get to the filter cartridge? If you look at the cap at about the mid point, at the point where the threads end, there is a groove that should have the O-ring in it. You just remove that one and replace it with the new one. Put a little oil on it so it seats when you tighten the cap.
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1998 C230 330,000 miles (currently dead of second failed EIS, yours will fail too, turning you into the dealer's personal human cash machine)
1988 F150 144,000 miles (leaks all the colors of the rainbow)
Previous stars: 1981 Brava 210,000 miles, 1978 128 150,000 miles, 1977 B200 Van 175,000 miles, 1972 Vega (great, if rusty, car), 1972 Celica, 1986.5 Supra
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