It's called the "vacuum pump". I believe it is used to maintain vacuum on the brake booster even then the engine is not running (thus there would be no vacuum available from the intake manifold). I don't believe this is used on US models.
BenzWorld.org forum is one of the largest Mercedes-Benz owner websites offering the most comprehensive collection of Mercedes-Benz information anywhere in the world. The site includes MB Forums, News, Galleries, Publications, Classifieds, Events and much more!