I have recently retrofitted a COMAND in my W203 and my unit came with an after market antenna.
Several ways to obtain one of these but to name a couple:
1. PM Alfie who will supply a top quality one.
2. Try e-bay but search for a GT5 GPS to make sure you get the correct grey connector.
Once you have your antenna you will need to find a suitable location to mount it (magnetic). They are quite capable of picking up satellite signals through layers of plastic these days so mounting it on top of the instrument cluster (special tool required) is a popular option.