Depends on the year of your W202. Prefacelift's have the stem with a screw thread... The stem unscrews from the selector gate taking the gear knob with it, not sure which way it unscrews.
Post facelift's have a bayonet type fitting... turn the bottom collar anti clockwise I think then once it's loose the gear knob pulls off leaving the stem behind.
If you removed the trim as in this thread , push the gaitor out from the trim, I guess you can pull it up and it may be obvious how the knob is connected.