Hi, I checked the owners guide for my 97 E250, hope it is the same as a 2002. It says in the instrument panel fuse panel.. Fuse #3 --15 Amp--is for : Headlamp switch, radio sense, rear radio control, Remote keyless entry module.
#4 --15 Amp--is for :Power mirrors, modified vhicle, power locks w/RKE, Headlamp switch (dome), illuminated entry, Courtesy lamp switches, Radio (KAP), Cluster (KAP) , warning chime
No other fuses mention anything about the radio in either the instrument panel or motor compartment fuse panels. Hope this helps. Good Luck, John