
"Although no longer part of the Mercedes lineup, the CLK remains popular with car thieves. Stealing the keys or taking the car through violence remain the most popular ways to nick a CLK.
A recent trend, however, is to use dealership diagnostic software bought on eBay to reset the immobiliser in just seconds."
Presumably they force their way into the car, plug into the ODB port and bingo - off they go.
I might look at hiding the ODB port and fitting a dummy one in it's place - that would screw their noodle....