New BMW E46 E53 Aux-In Adapter and 3.5mm Cable
The build date of your vehicle needs to be on 9/02 or later.
• Hassle free returns
• Personal service
• Same or next day shipping
Here is an awesome link to installation instructions and compatibility
Better installation instructions and compatibility information
If you have questions after checking the links above, You Tube is a pretty good resource, I know a little bit about E46, but not other models.