Well I phoned a couple of stealers to try and find out a bit more.
Turns out as has been suspected that early CLKs didn't have this feature and then it was installed after a certain point (Seems ambiguous as to the exact date).
Local Stealer (jacksons) put it on the diag and said that it couldn't be done without changing the window motors!
I phoned Tony Purslow in Basingstoke and gave them my chassis number to see if their opinion was any different. The chassis couldn't tell them for definate and they said that the only way was to put it on their diagnostic machine to tell for sure.
One thing the mechanic did say was that it is possible that the feature may have been programmed out of my CLK so as to avoid a common problem with the earlier CLKs that would cause the windows to descend all the way down instead of the 'nudge' that was required.
Anyway decided to give up on it since it might start to cost money and it is not essential.
Still would be interested if someone found out for definate though.
Thanks for all your help guys.
If only all forums were this ready to help!