I have a 1999 E300TD. I was wondering if it is possible to lock the car with the engine running. I want to do this when I run in the store really quick and in situations like that. I have tried removing the metal key from my electronic key, but I cannot get the doors to lock. I have tried mashing the lock button, and I have tried turning the metal key in the door, but it refuses to lock with the engine running. It sure would be nice if I could just get the car to lock so I could keep the engine running and not have to worry about it getting stolen, especially since I have a diesel its probally a lot cheaper to keep the car running for a minute rather than shutting it down and then cranking it back up in such a short amount of time. Any ideas/tricks would be appreciated.

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2006 E320CDI- current dd
1999 E300TD - retired
Wilmington, NC USA