You should have the LED/sw combo (X11/21) already near the F23 module box. Check the picture in my pages in
MENU#2 that shows a capped pushbutton (pb) and LED. The LED flashes, you count the blinks and look up the "blinks" meaning in a DTC book.
Following the method described in MENU#2 will get the stored codes in the Diag Module (Menu#6).
The scanners described in your link are for "OBDII" compatible Mercedes from 1996 and on.
The second link you posted is basically what you already have (pb+LED), assuming that it is there. If you don't have a pb+LED, you may want one of the Alpha-bid scanners. The "mercedes" compatible version is in the link below but it's still for OBDII models. You also would need the "OBDII-to-38-pin" cable. It
implies that it will give 'blink' codes if your car isn't OBDII compatible, so it basically turns into a "pb+LED" combo. However it may NOT?? Not enough info to say for sure.
http://cgi.ebay.com/ebaymotors/Mercedes-Benz-S-E-Class-Code-Reader-Scanner-OBD2-c-clk_W0QQcmdZViewItemQQcategoryZ43989QQihZ014QQitemZ330065965828