I think on a W210 E-Class it's the standard square-cornered Audio 10 unit. If so I don't think you need to remove any trim.
You will need the 'keys' that are used to secure the unit in position. These are available from your dealer for a pound or so.
If it's completely kaput it might not be the end of the world. You should be able to pick up a replacement fairly cheaply as they're often removed and replaced with a CD player. Not much of a market for cassette players these days, so good news if you're looking for one.
Thanks! I don't have the manual for the Audio 10 but I gather you have to make sure you put the keys in the right way or they get stuck. Is this true? Does the manual tell you how to do it?