If you want all the bells and whistles (self test on startup/self leveling, adaptive lights) then you have to go with the proper kit. The previous model kit with less in it was in the region of $1400 - $1600 plus fitting. I would say the kit for your vehicle would be at least that. I believe you need a special steering rack to make the adaptive part work so figure that in also.
It also requires fitting sensors on the F/R suspension, and connecting everything to the vehicle wiring.
You can see the instructions for older models here:

http://www.bmwmotorsports.org/pdf/xenonretroinstall.pdf

If you just want to put a set of OEM Xenons in and wire it up it should be much easier. All you need are light units/bulbs and ballast.