dont think so though
german MB site says
ADVANCED AGILITY-Paket mit Sport-Fahrmodus[3], [4]
3 means not availble with 4matic
4 means avaible sept 2007
no mention of gearbox
EDIT
Translation from MB site via Babelfish.. it clearly says that the Automatic gearbox is optional

With the ADVANCED AGILITY-Paket[1 ] the C-class is put around 15 millimeters below and in the sport mode noticeably more dynamically. To the package belongs besides a sport parameter steering element, which a sportier guidance feeling and a more direct vehicle control obtain. By push of a button you can decide whether you would like yourselves to rather drive or all around comfortably move a sporty car. Thus the hardness of the absorption does not only change with the choice of the sport mode, but also the switching attitude of the
optional automatic transmission and even the characteristic of the accelerotor pedal, with which you feel now a responding of the engine more directly. Presupposed, you are in the correct tendency - otherwise you select the comfort mode, in order to slide particularly gently and comfortably over the roads.