First, get a transmission oil and filter change, you betcha!!!
Haynes manual explains how to do it very well.
If the filter has been in there a while and is getting full, it could slow down the flow of hydraulic pressure, which would slow your shifts.
When you get the trans serviced like this, pop in a new modulator as well, they are cheap.(about $35 at the MB dealer). Just screws into the side.
But!! If you don't drain the oil first, and pull the modulator, you will lose a lot of oil outof this hole, so be ready!