It can't void your warranty. What won't be warranted by BMW are any consequential damages as a result of malfunction of the heater, or problems caused by the installation, but it doesn't affect the warranty on the vehicle parts that came from BMW. If you use a reputable shop to have it installed, and go with a quality product like the Webasto, you are fine. Given that BMW use it themselves, you shouldn't worry about the design and build quality of the heater itself (just the price)

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue