I would guess that the "lock up" you describe is because your stock lug bolts are too long for the 18" wheels, so they are passing through the hub and engaging hardware behind them, such as the parking brake. If you got lucky you won't have broken or damaged anything.
The other issue is offset, if the 18s are the wrong offset you'll end up having to buy spacers if you really want to use them. Of course you'll then need the proper length lug bolts to accommodate the spacers. If you do have the correct offset, then you can use one of the tire size calculators such as the one at miata.net or 1010tires.com.
As if that were not enough, there are two different ball seat designs and two different lug bolt diameters. (R14 and 14M, R12 and 12M). Your car uses the R14/14M, if the 18s came off an older model (like a W210) then their ball seat would be R12, so you'd need custom lug bolts of R12x14M, available through RADUSAdirect.com. There is also a W209 forum specific to your car, posting in there may yield useful results, and the wheel and tire forum could be useful as well.
Although written for the W210 chassis, this is a thread that may have some useful information about the forest into which you have inadvertently stumbled: http://www.benzworld.org/forums/w210...el-thread.html
Take care and enjoy the ride,