Reading the threads here of guys who put them on, they usually fit ok on the head side but the other side is short and will need to be extended to connect to the rest of the exhaust.

Raul, I would check the E46 forums to see from which ebay vendors the E46 330i guys are getting their headers from. They know which vendors sell headers that fit the best. Try e46fanatics.com.

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04 X5 3.0i auto
03 X5 4.6is