Of course it's possible. But expensive.
Which reminds me of the turbo kompressor mod that Hagmann makes. Looks nice -> http://www.hagmann.com/mbproduktlinie/hagmannturbokomp1.html
Anyway, go ask around at your local shops. Maybe they have an idea on how to do it well, and won't cost you an arm and a leg. But you're almost better off selling your current car and getting one that has a kompressor on it by default. You'll save money in the long run, plus less chance of having it break down.
But if you REALLY wanna develop HUGE gobs of power from the SLK, you're gonna run into an expensive bill... Brabus made a 450hp naturally aspirated SLK. Maybe it would still be possible to add a turbo or supercharger in there... I fear to think of how much it will cost however...