They may not be there at all!!!
The CD changer preparation (harness and mounting bracket) is an option. Call BMW and give them the last 7 characters of your chassis number and ask for a print of the car's equipment. This will show if the CD preparation was ordered when built.

Brian

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Cheers, Brian

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2001 X5 4.4i Sport
Black Sapphire, Hi Gloss Shadowline, Full Privacy Glass.
Too Cool for Jack Bauer