There's a loud bang, thud sound when I change the car from park to drive in my car. What's the cause?

I own a 2002 Mercedes-benz E430 4-Matic. Everytime I start the car and change it from park into drive, or into reverse, it makes a loud thud. Sometimes I change it and nothing happens at all. I read an article with someone with a similar problem and it said that it's the motor mount in the car. I'm not sure. Does anyone who's a mechanic or good with cars know the problem with this? Any thoughts on how much it should cost?