There are a couple of clips that pop downward through the bottom of the shelf it sits on.
You can push the clips upward (as you can easily get at the bottom of the shelf) whilst pulling the storage box out. I use MB pulling hooks to pull the CD storage box out.
You have to unclip the AUX socket first though as it gets in the way. This is done by removing the end cover of the dashboard, and then clipping up the front section of the AUX socket and pushing it back through the hole. The reason for removing the end cover of the dashboard is actually to help you put the AUX socket back in afterwards.
Ok, UPDATE - There are two push in clips at the bottom as stated but in my car they didn't hold the unit in as it would appear that the worker in the factory just used brute strength to fit as the glove box was distorted and not the correct shape!!
Just shows how poor Chrysler Benz built quality had got, mind you I'm not seeing much of an improvement on my E Coupe as I had to clip one end of the plastic bit behind the grill in myself as it was detached!!