Check the splines joint between the pitman arm and the steering box. I had play there on my car, quite a lot too. There's a bolt that clamps the pitman arm to the steering box axle, and this can be tightened if you're lucky..

__________________
'95 E36T AMG (124.092)
'98 E200T (210.235)
'00 E430 4Matic (210.283)