I also bought a new socket and a clip at the local MB dealership. They showed me how the clip fitted on the socket.
The clip sits in a groove on the socket neck. With a finger nail or a flat screw driver, push the end of the clip (this end is on the right side of the socket, with socket facing down) up all the way, and slide out the clip.
My car has two access holes, on the top of the transmission tunnel and the other on the right side. I found working on the solenoid easier when both access holes are open.
Good luck.