What key do you have for the ignition?
Is it an metal key that is inserted into the ignition or is it the one thats "Y" shaped and plastic with the infared transmitter at the base?

If its a metal key you should have a problem installing it by any reputable place.
If its the "Y" shaped one you might be out of luck, I have tried a couple of those ones (2002 and 2003 CLK 430's) and was not successful.
However that was 4-5 years ago and there might me a module/adapter of some sort that I am unaware of as I have not been installing for a while now.