With that CD I believe that your HU has preamp outs, just no RCA jacks.

You just need to get the wiring diagram for the audio system to verify the wires you need to grab.

The other thing you need to verify is that these wires change level with volume adjustment (something the DPS systems DON'T do).

You ca get a day rate at www.bmwtechinfo.com for $25 and look at the wiring diagrams for your car ath the official BMW info site.

You will have some work ahead of you to eliminate various sources of noise... but it builds character.