Check to confirm that you do not already have an early BM53 radio. You might, with your model year-- I think that BMW introduced the BM53 in some models during 2002.

Yes, the pins are different. The BM53 radio has flat pins, where the earlier radios have round pins on the plugs. If you have an earlier radio, these are the adapters you will need. Oh yeah, you might as well get the Aux input adapter too, to complete the perfect package.

61.12-6 913 957 Round Pin to Flat Pin Main Radio Harness Adapter
61.12-6 913 955 New Gen Radio Antenna Adapter
61.12-6 924 785 10-Pin to 12-Pin Radio Audio Input Adapter
61.12-0 140 716 CD Changer Audio Input Cable

82.11-0 149 390 Aux Input Adapter Kit for New Gen Radio

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2000 E38 750iL Highline Edition, Upgraded with the lastest 2006 X5 Electronics
MKIV Navigation, 16:9 Display, Bluetooth, TV/Video with Backup Camera, Sirius, and Aux Input