^Good video! Should help the op figure it out...
OP..You don't have DSP...regardless , an original cable from ECS or the dealer should work...Got mine from the dealer, I remember it was cheap as well.
The original cable comes with a diagram that shows you where to plug it in...I remember I had an empty space and don't remember unplugging anything.
If you look closely it might even say AUX

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2006 X5 4.8is LeMans Blue / creambeige interior
Prod.date: 2006-06-21