The e46 is different from the 5, 7 and X5 series as you have descovered. One trick to keeping the screen open is to insert a cassette into the unit, but not push it all the way in. The system will detect that it's there and not attempt to close the screen.

Here was a post on an e46 retrofit, but it appears the web site it links to shut him down. This may be enough bread crumbs, though, to get you started... http://www.bimmerboard.com/forums/posts/200419

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