You will need the cd changer shown on the link below, the 1st item and the parts in the W211 fitting kit.
http://www.commandonline.co.uk/Mercedes-CD-Changers/
It mentions coding?
From Comand Onlines site: "Fitting is easy and takes about half an hour, although if you have the Audio-20-CD system it need the dealer's diagnostic computer connected to configure it especially if you do not have any of the following options: Phone, Voice Recognition, Harmon Kardon sound system."
As you have Comand and devices already on the MOST fibre bus (AGW and nav processor) it should be okay.