I am having a problem aiming my lights on W210. When I adjust the low beams to be correct, and then turn on the high beams, the driver's side is correct but the passenger side is VERY VERY high and to the right. Am I missing something?

If we continue on the assumption that you are correct (viz., you can successfully aim one side but not the other, and that your understanding of "correct" aim is, indeed, correct), then it appears that you have a defective lamp housing on the "bad" side -- for some reason, the high and low beams are not configured, or linked together, properly.
In any case, you should be able to aim the two sides in exactly the same way.
If it's a W210, chances are (unless you're a really very high miles/year driver) that you're probably still covered by a warranty, right? So let your dealer worry about replacing the lamp.

But, as I stared again at your question, I just thought of something. You said, "high and to the right"!
Are you aware of the "Euro" beam pattern (as in "Euroheadlights")? This is quite different from headlights usually used in domestic cars in the USA. It is intentional that the beams of the headlights be low and horizontal on the left (driver's side, so as not to blind oncoming drivers), yet rise progressively higher as you follow the top edge of the beam (i.e., the cutoff) to the right. It may seem, to the inexperienced, to be too high to the right, but this is correct.
In light of this, could you be thinking that only one side is shining up high to the right, when, in fact, both are? This would be perfectly NORMAL and intentional. In fact, it is so desireable that many folks, my self included, have spent hundreds of dollars on their older MBs to install so-called Euroheadlights to have the safety of such a superior beam pattern.
Is this what you're observing?

No, only the passenger high beam is high and right. And when I say high, I mean lighting the tops of trees (literally) when I drive with them on. The driver's side high coinsides with the low beam. And I assume I am aiming them correctly; as per the manual's instructions. I'll check with the dealer. Thx