2004 and up X5's have an aux kit that plugs into the rear of the factory nav head units. It enables an Aux mode and gives you a mini jack input. That's what I did for my X with factory sound system/nav/dsp.

If you post up more details of your vehicle like year, model, nav/no nav, dsp/no dsp, I'm sure other members can give you other options.

Also, check out the electronics part of the forum.

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04 X5 3.0i auto
03 X5 4.6is