Car: 2001 E430

How do I replace the coolant temp sensor on my E430? I can see it in plain view but suspect it clips into place, as there is no bolt hole on the new sensor's housing.

I just don't want any nasty surprises, as I will have limited time to do the job and need to be back on the road quickly.

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2008 E350 4matic / Black/Anthracite

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Gone but not Forgotten:
2001 E430 4matic, 206,xxx miles, Black/Charcoal
1995 E320, 252,xxx miles, Black/Grey
1989 260E, 223,00 miles, Black/Black