SKREEM, yes must be flashed. I don't have a reliable source or price on this.
Relay block ( assuming this is the RCM / K40 module ) - NO. These go for used $25 - $150, new from Pelican $226 :
2004 Mercedes-Benz SLK320 Base Convertible - Engine Miscellaneous - Page 2
As to changing out the RCM, about 5-10 minutes, no tools required other than removing the negative battery terminal.