Make sure the vacuum line is connected to the Vacuum Modulator. I had to replace the VM on the 190 2.3 when it started leaking.
Your problem sounds like what happened to my wife years ago with her '82 240D. She was leaving a mall and the car wouldn't shift out of 2nd gear. She raised the hood and saw a small vacuum hose disconnected...so she pushed it back on the connector and the car shifted fine. I replaced the hose and no more problems.

Good Luck,

Dave