make sure the locking pin on the shaft to the steering column is depressed (there's a hole where the pin sticks up and prevents the housing from being removed). You may have to temporarily reinsert the tumbler and turn the key to ON if the pin is stuck. There are some good pics on the diesel giant site as previously suggested, although the procedure there is more relevant with a stuck tumbler. I've installed and removed the ignition on multiple cars nearly twenty times and I usually do not have to drop the steering column. Granted, the clearance is very tight.

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1999 E320 4matic really nice Wagon 135k
1981 300TD loud, rattling family car 180k (TGI sold!)
1985 500SEL gas guzzler 220k (sold)
1978 300D my first Turtlediesel (sold)437k