That's a single din dash kit, you'll need a double din kit. Also you'll need a wiring harness for your car so that you wire the harness in the radio to it, and then plug that into your car's connectors. Also you'll need an antenna adapter if you want to use the radio.
The examples below are not my recomendations, just a guide to point you in the right direction to get what you need.
2001 Mercedes C Class Radio Installation Wiring Harness - eBay (item 230138339345 end time Jul-26-08 19:04:15 PDT) 
eBay Motors: Mercedes E-Class 2003 Double Din Radio Install Kit (item 330242070899 end time Jul-05-08 10:07:33 PDT) 
eBay Motors: Car Antenna Adapter Mercedes C Class 01 02 03 04 (item 320124273161 end time Jun-30-08 17:54:22 PDT)