Originally Posted by Can't Know

Maybe it would help if you posted a picture.

I've done several of these on similar models as well (in fact my W210 has a knob from a W163 on it) and all of them from the factory, you turn the conical plastic "nut" on the bottom, it drops down, then you "just" lift the knob off. If it has been on there a while you can gently prise apart the plastic ears on the shift knob (that are revealed when you pop the conical "nut" out of the way) and then wiggle and pull and wiggle and pull some more until it pops off.

Is it possible that what you are calling "threads" is just the grooved/collar, the view of which is interrupted by the plastic ears? The ears lock into it when the conical "nut" is in place, so prising them apart may get them out of the groove enough, too.

But if that's not working, as I say, post some pictures. It's possible someone has mounted some aftermarket thing on there that has a shaft over the MB shaft, so you'll have to figure out how to get that off separately.