Like Bernie reported in a recent Carsguide I too have a 2000 W208 Mercedes-Benz CLK 230 Cab. About four months ago I had a very similar gear slippage problem when changing from third to fourth gear. I steered clear of the 'Benz dealers and took it to a local auto guy who stated that it could be either a $10 return spring (apparently a common fault) or third gear is kaput. Unfortunately it was the latter, but it was fixed for reasonable $1700 and car is going great. I would suggest Bernie steers clear of the Mercedes dealer an d go to a reputable auto place, and save $$$$.
It's always a good idea to seek a second opinion and don't just stick with the big dealers, there are lots of independent specialist mechanics who are often more tuned in to problems than dealers. More importantly they often cost less.