What year is the car and is it petrol or diesel?
Have you had to top the coolant up and is there any sign of oil in the header tank?
Is it used on short runs only and not reaching full operating temperature?
Does the heater blow hot or just warm? (Possible faulty thermostat)
Is there any 'mayonnaise like' sludge under/in the oil filler tube and cap?
There is at least one other thread on here regarding the same or similar problem with A Class, but I can't remember who posted it. You could try a search.
All cars produce a lot of condensation within the engine especially in cold weather and if they are used for short runs only (not reaching full operating temperature) this builds up and runs down into the sump, where it gets mixed with the oil and causes sludge. Diesel engines take a lot longer than petrol to warm up.
Found the post I referred to above.
http://www.mbclub.co.uk/forums/engi...neck.html?highlight=mayonnaise+oil+filler+cap
I hope it's something along these lines and not a failed head gasket, but get it checked out.