Well, I brought the car to the MB dealer to have it checked out. It turned out that it was just a coincidence. The cd changer install had nothing to do with it. There was a problem with the wires behind the headlight washer button. They must have been loose and were touching and were "ON" all the time. They reconnected them correctly to the button, and problem solved!! Good thing I didn't go scream at the guys that installed the cd changer!!!

Thanks for your help!