Thank you very much.

When I looked to buy the part, I saw that it was not the "tube like thing" that I saw when I did the Google image search. It is much flatter than that and I remembered seeing it from work I did previously.

Mercedes was nice enough to put the electrical connector right on top, so I've cleaned that now (without any other disassembly) but the Check Engine light is still on. If a dirty connector was the problem, how long before the light goes out?

The linked information indicates that the more common prolbem is oil in the harness going to the O2 sensor. I replaced my O2 sensor not too long ago, and I do remember there being some wetness in the connectors. Perhaps I should get back under there and spray some contact cleaner on that plug?