Here are the instructions from the 2001 E320 manual for Garage Door Opener:

Programming or reprogramming the integrated remote control:

1. Turn electronic key in steering lock to position 1 or 2
2. Hold the end of the hand-held transmitter of the device you wish to train approximately 2 to 5 inches away from the surface of the integrated remote control located on the inside rear view mirror, keeping the indicator lamp in view.
3. Using both hands, simultaneously push the hand-held transmitter button and the desired integrated remote control button. Do not release the buttons until completing step 4.
4. The indicator lamp on the integrated remote control will flash, first slowly and then rapidly. When the indicator lamp flashed rapidly, both buttons may be released. (the rapidly flashing lamp indicates successful programming of the new frequency signal). To program the two remaining buttons, follow steps 1 through 4.

NOTE: If, after repeated attempts, you do not successfully program the integrated remote control device to learn the signal of the hand-held transmitter, the garage door opener could be equipped with the “rolling code feature”.

Rolling code programming:

To train a garage door opener (or other rolling code devices) with the rolling code feature, follow these instructions after completing the “Programming” portion of this text. (A second person may make the following training procedures quicker and easier.)

1. Locate training button on the garage door opener motor head unit. Exact location and color of the button may vary by garage door opener brand. If there is difficulty locating the transmitting button, reference to garage door opener operator’s manual.
2. Press “training” button on the garage door opener motor head unit (which activated the “training light”).

NOTE: Following step 2, there are 30 seconds to initiate step 3.

3. Firmly press and release the programmed integrated remote control transmit button. Press and release same button a second time to complete training process. (Some garage door openers may require you to do this procedure a third time to complete the training.)
4. Confirm the garage door operation by pressing the programmed button on the integrated remote control transmitter.

Erasing the remote control memory:

1. Turn electronic key in steering lock to position 1 or 2.
2. Simultaneously holding down the left and right side buttons for approximately 20 seconds, or until the control lamp blinks rapidly, will erase the codes of all three channels.

 

Here is one of the other links about this topic.

 

I have a sears "rolling code" Canadian. I have trained the car's remote with the hand held unit no problem. It flashes slowly and then rapidly. However, after clicking the training button on the head unit, nothing happens. Usually when I train the hand held unit, the lights in the head unit flash indicating that the hand held unit is trained. But nothing happens when I firmly press the car's remote unit. Any help will be greatly appreciated.

One thing I have noticed is when training the car's unit with the hand held units it usually takes 2 to 3 seconds, I thought it should take a little longer, I am not sure if the car's unit is getting trained properly. Note: My car is a 1996 E320.

 

Once you train the HomeLink in the car, you have to go back and train the opener. The homelink flashes rapidly even though it is programmed. Follow the instructions for the opener to add a new remote.

 

My E430's garage door opener buttons work fine on my rolling code Sears units. I programmed mine with the car in the garage, to make sure it was close enough.