Ditto...Emory39. Do a bit more investigating behind the lower dash...it's probably loose behind the panel. You won't have a 20 pin DLC in the engine bay...BMW did away with that thing back in 2000. Most models it started with the 9/00 build date (aka 2001 model year)...and 6/00 for the e46.
The Z3 and e38 continued to have the 20 pin engine bay DLC after that date due to them coming near the end of their production run: