today. I stepped on it pretty hard, not realizing how low on fuel I was...simultaneously the "check engine" light came on and the engine started running a little rough. I made it to the fuel station and after re-fueling, the engine ran smoothly again, but the check engine light remains on.
Is there a reset for this? Could I possibly have done some damage? Should I take it in for service immediately? OK to drive 12 miles to the dealership?
I recently purchased the car, and it is my first M-B. What is the protocol?
I'm not sure what the procedure is for that car, but the easiest way to get rid of the check engine light is to disconect the batery. I used to go AutoZone to check the code, it's always been like something stupid! But then again you might as well go to Mercedes just to be sure!
they want $165 just to plug in the diagnostic. I found in the manual that the fuel system went into "limp home" mode and the check engine light should reset after a few re-starts. So far, it is still on. Service advisor said to give it a few days to re-set the fuel management system and hope. Of course, they also tried to sell me tires prematurely at a major premium.
disconnecting the battery will not reset your check engine light. it will however reset your windows, acc and sunroof.
If the car got super low on fuel., ie supply was way less then demand, some cylinders may not have got enough fuel and started to misfire leading the ME to shut them down. cycling the key or in your case, turning it off to refuel resets this feature so the car ran smooth again after that.
I almost ran my 2003 S55 out of fuel....... 
Linear Mode
