Fuses on the LHD e53s is in the glove box and behind the rear right cargo panel.
Both locations should have a fuse index. The fuses are listed alphabetically along with their fuse number. Then there's a diagram of the fuse box which shows where the fuses are located numerically...along with their amperage. Kinda real easy to find.
Since you probably have a RHD e53...check your owners manual for accessing the front fuses. Since your steering wheel column is located where our glove box is...access to the front fuses may be different.
And remember...fuse layout may be slightly different based on model year...so it's best to look at the fuse index BMW put in your vehicle...so that there isn't wrong info given if there's a difference during the production run from 1999-2006:
(info from my 06 LHD 2006 owners manual)
LHD front e53 fuse index in glove box:
my 2006 rear fuses (fuse layout may be different for earlier model years)
