LeMansX5...you can not 'add' heat to a sport wheel. It's a completely new wheel all together!
Sudesh...You're on the right track. Most X5's are pre-wired for a heated wheel but the wire does not have any power from the other end. It is missing a power switch control relay. Also you have to change the steering column switch and airbag, but it's all doable! I put the M3 SMG wheel in my 540i and love it!