W203 or pre 07 facelift E (same mirror)
Remove the mirror glass first - this is done by pushing the bottom edge downward, and looking in the top - you can see the top of the mirror clip. Unclip that using a small screwdriver, glass comes out, remove wiring from glass, (2 wires for heating, or small plug if you have dimming).
Now, the whole mirror cover (the body coloured bit) with the lens is one piece and it slides out . BUT there is a big silver springy bit of metal that holds it in place.
So, fold mirror in (which may mean holding it there if you dont have folding mirror), and there is a slot which you stick a screwdriver in with the blade vertical, and turn it to horizontal, which pushes the clip away from the edge of the mirror cover and releases the clip - as you do this, you pull the mirror cover off.
The clip is part of the mirror body rather than the painted cover. If you look at
http://rover.ebay.com/rover/1/710-5...k/ws/eBayISAPI.dll?ViewItem&item=320182336997
you can see the shiny silver clip
Richard