WOW! This is an old thread, but the answer may help others. Apparently there is a sensor attached to the front sway bar on the passenger side. This sensor has a plastic arm, the link looks like a minature sway bar link. This is apparently what auto adjusts the zenon headlights. This link will break. It has on my 2003 C240. No warning lights will come on, this was found during an oil change. Hopes this helps some one in the future.........

OOPs also didn't see the same answer in the post, good cause now I know that I am not the only one where the sensor has broken.........