On the 430 it is under the bonnet (looking from the front) it is at the back on the right. Large black plastic box with a small round plastic cover towards the front. If you look under the round plastic cap it is a round 38 pin socket not the 16 pin OBD one.
There are 2 boxes, fuse box on the drivers side, and the apparatus case on the passenger side (this has the Engine ECU & ESP ECU, as well as a unit with fuses in as well). The round cap that has to be removed as mentioned by Mark A is Item 14 in the link below, http://www.detali.ru/cat/oem_mb2.as...GA=722.632&CT=F&cat=45Y&SID=54&SGR=080&SGN=08
This is the same for both the Coupe, and the soft top.
If you look at the pic below (taken on my C43 W202 C class, CLK 208 is the same) the socket is in the bottom right hand side of the pic.