Well you seemed to have resurrected an old thread. I too have this noise. After reading this thread, my guess since there is so many of us that have this noise and even some SLK owners chimed in, but there is no adverse effects, that it's possibly a relief valve of some sort. I always thought it could be the fuel pump, based on where the noise is coming from, but it doesn't seem to cause any problems.

It even could be just one of the car's many hidden gadgets working, sort of like the blower (or whatever it is) that comes on when you first start the car up, especially on cold days. That supposedly has something to do with the catalytic converter and maintaining emissions right after start up.

Either way, I wouldn't worry about it too much.