Yeah ..... what he said ......
To remove the cap just grab hold of it firmly and give it a good pull as jon says - no need to remove the red tab.
To put it back on, put the round cylindrical portion of the cap back into to the dipstick tube and give it a good shove until it bottoms out.
If you don't see the o-ring that jon mentioned look down inside the dipstick tube - mine gets left in there (right at the top) every time I pull the cap - make sure you remove it from the dipstick tube and place it back over the round cylindrical portion on the bottom/underside of the cap and push the o-ring up as far as it will go. Then shove the cap back down into/over the dipstick tube.
The dipstick itself is a special service tool - the Merecedes/Freightliner part number is 140 589 15 21 00.
It can be ordered from your dealer or Europarts of San Diego (
http://europarts-sd.com/) for around $50. Check their website - there's a downloadable price list of discounted Sprinter service parts you can order from them (Hint: The special fluid that the NAG1 Sprinter transmission takes is likely much cheaper from them than from your dealer)