I don't know why people are giving you a hard time. Its a pretty big job for a first time DIY, and shorting out the battery cables (for example) can do really bad things to you and the engine electronics.
How did you get to decide you need a new voltage regulator? If you describe the symptoms, folks might be able to help you diagnose it if that wasn't done professionally. In the US, many local auto parts stores will also test alternators for free if you carry it in, with the hope of selling you something...
Try to find the Bentley manual for your car if you can - some libraries might have it if you don't want to buy one now.
In the future, include the build date (month/year) and engine size. I see you wrote it is a 2005 4.4L, so I looked up the parts for you to start:
Part numbers are the same for January 2005 to December 2005:
air-cooled alternator, 170Amp output
voltage regulator (OEM is Valeo brand, rated to 180A): 12318510090
alternator: 12317540994
Here is one example of where to buy the whole alternator - not much more expensive than the voltage regulator:
180 AMP VALEO ALTERNATOR FOR 2005 2006 BMW X5 4.4L AND 2004 2005 2006 BMW X5 4.8L (TG17C027, TG17C027B) - VALEO REBUILT ALTERNATOR