i had my 2004 E 320CDI serviced about a month ago and they did not change the air filter, now the engine warning light has come on. the car is running great what could be the cause and what do i do HELP

 

If in the states you can get 94169 obd2 scanner for under 60 bucks at harborfreight tools check online to see if one near you. or order it online. or if in the states check with your local parts store autozone etc and some of them run obd2 code checks for free.
Could be anything from a loose hose to a poor gasket on your gas cap or other obd2 related items. Don't ignore it just because it is running fine and don't listen to anyone that says disconnect the battery and the light will clear. It will but the problem that caused it will not.
Keep us posted when you have the code.
Don't go to the dealer,it will be cheaper to get your own scanner and you will need it again in the future.
ohlord