I had almost the same problem. The engine vibrated at low RPM, idling at a stop, and when I took it out of drive this vibration stopped. It was a low vibration on the front end that did not affect the car, at least noticably, at any other time. At first I thought it was an engine mount, then something to do with the transmission, since it stopped when I took it out of drive.
I had a guy that worked on BMW's and other german cars, he had a small handheld computer he attached to a place under the dashboard (probably around the fuse box) and right away it gave him a code and also spelled out what the problem was, a misfiring #2 cyclinder.
I had thought it was a much bigger problem, but even without a diagnosis if I just replaced the coils (spark plug cables) and each spark plug (and perhaps even the distrubutor cap), it would have gone away. This is something you could probably do, or get any other mechanic to do that is not a $120/hr mercedes dealership. Even if this ends up not solving the problem it is still good (and preventive and inexpensive and could improve fuel economy) to do this. But in some cases, it will also solve the problem. Check it out. i would start with this since it is relatively simple and cheap.