Jonny, unscrew the cap and pull the entire filter out. If the oil looks clean, you might be able to reuse your old filter, if you gently slide it off the shaft of the bayonet.
Check and see that all the rubber O-rings are still in place (and didn't come off with the filter). There's only one designated groove for each individual o-ring to go, (according to size) with the exception of the largest 0-ring at the very top of the bayonet.
There are two grooves at the top, and logic would dictate that the last groove would be the place to install the largest o-ring. But as Mr. Spock would say, "That's not logical". Because the o-ring needs to placed in the 2nd. groove from the top, or you will have a catastrophic oil leak, sooner, rather than later.
Personally, if I wasn't sure about what type of oil the dealer used when they changed it, (for my own peace of mind) I would probably go to Wallmart and pick up some 0w40 Mobil 1. and a new filter from a Mercedes dealer, or a "Mann" filter from Napa and change everything myself. It's one of the easiest cars in the world to change the oil on.
You might want to pick up some spray degreaser to clean off your engine bay, then hose it down, and maybe some solvent to soak your belt in to effectivly clean it up.
Sounds like alot of work, but everything should be as good as new when you're all through.
If you continue to change your own oil from now on, then you shouldn't need to worry about this happening again. Good Luck.
70GT6, I think certain Mercedes bayonets are set up to use 5 o-rings. Maybe yours came with that style, or your original bayonet was replaced at some point in time. Did you buy your car brand new?