Yes this is possible if you choose to use the connections directly behind the Nav Screen. The Aux Stereo audio is then fed via these connections into the cars system. You then should see a new Aux connection available on the monitor, which will then enable another source to be played via this means. The US 2006 accessory catalogue offers such a Stereo cable for the purpose of connecting devices such as DVD players. This is quoted as follows:
Optional: Aux Input adapter (allows DVD audio to be played through the aux input in the radio.
Vehicles Without Sat Nav: Part No. 84 11 0392 070
Vehicles With Sat Nav: Part No. 84 11 0395 143

However the installers of my DVD system and twin 7" Headrest monitors choose to connect the audio visual via the tuner in the boot. This means when wishing to view a DVD input you must select Television and then AV channel. This works but it means once in motion the dash monitor (only) will constantley display the BMW warning on the screen to prevent its video use in motion. The rear screens and audio remains unaffected, however when using the Satnav the map screen will only be displayed when a change of direction is announced all other times the dash monitor remains blank except for the warning. A separate modification is available to provide video in motion if so required.

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