My car started then I drove out of the compound afterwards the engine refuse to stop after I turned it off with the key and removed it.
This is quite probably caused a vacuum leak in the fuel lines. Basically, the vacuum lines are linked up with the fuel shut off diaphragm on the distributor. When there is insufficient vacuum, the engine cannot be turned off. (Source: Mercedes-Benz Forum)
To fix the problem, open the engine and check for broken or cracked vacuum hoses. Replace when found. If the problem persists, continue on to a second step:
Start your engine (or leave it on! :) ). Let it idle for a bit, then grab a bottle of Carb Cleaner. Listen to the sound of the engine as you spray some on the throttle bore gasket, the intake manifold plenum and base gaskets, EVAP control solenoids, valves and connections, and brake booster. If the engine idle increases, you've found the source of your problem. (Image tutorial: 2carpros.com)
Basically, if the engine is able to suck Carb Cleaner in at any one of those points, it will turn the engine faster, thus permitting you to diagnose where the leak is.
Replace any leaking gaskets or lines or whatever, and if the problem is still not resolved, check out external systems such as AC or heating with a vacuum gauge pump.