It shouldn't have made your car stall or fail to start.
What it is, is before you lock the doors, you push that switch, then the car can be towed without the anti-theft alarm going off. So basically it shuts off the anti-tow sensor.

If you are willing to pay for the owners manual, call 1 800 FOR MERCedes, during regular business hours (say 9 to 5 M-F, eastern time) and they can hook you up.

Gilly