Also, on the BMW aux in if you choose the different radio buttons (i.e. hit buttons 1-6) there are different amplification settings, 1 has almost none, and 6 has the most. So if you are having volume issues just hit 4,5, or 6.

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2006 BMW X5 4.8is Lemans Blue/Beige/Dark Maple
-Nav, Comfort Seats, Heated Steering Wheel,
Rear Airbags, AUX Input
2009 BMW M3 Space Grey/Black/Carbon
-all options