my car definitely downshifts with abrupt petal action. i'm not really sure in your case though, i have never owned a CE and am not sure if the trans is different in that model versus mine. i do know that in my car the shift from first to second is very quick. about half a second to one and a half seconds. if its slower than that it could be that its really second. i'm no tech though... just trying to help.
good luck,
Adam

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Current Stable:
01 ML55 AMG
92 500E (a few mods)
87 300E (lots of mods)
00 Chevy 3500HD Diesel Box Truck
68 18' Donzi Marine
06 GT i-Drive7 1.0 Mountain Bike (with GPS!)

PREVIOUSLY OWNED:83 300SD, 87 420SEL, 88 420SEL, 90 420SEL, 86 560SEL, 86 190E 2.3-16V AMG, 94 E320