My MB 300 TD will not shut-off. How difficult and expensive is this to repair?
Can I do it myself? I'm not that mechanical.

Its pretty easy, just a tight fit down there. I would rate this on like 2 of scale 1-10. 1 being light bulb change, 10 being engine rebuild.

http://dieselgiant.com/repairyourshutoffvalve.htm

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http://superturbodiesel.com/images/sig.04.10.jpg
1995 E420 Schwarz
1995 E300 Weiss
#1987 300D Sturmmachine
#1991 300D Nearly Perfect
#1994 E320 Cabriolet
#1995 E320 Touring
#1985 300D Sedan
OBK #42

Have you noticed anything else begin to fail, such as the central locking system. Chances are it could just be a vac leak.

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1989 300E 144K

You will need to determine if you just have a vacuum line problem.. or if your vacuum pump is not working correctly...
Do you have a problem with the brake assist ( hard pedal ) ?
Have you looked under your hood at your emergency manual shut off ?
Have you examined your vacuum lines lately .... or done anything else under the hood which might have caused you to knock loose or break a vacuum line ?