Your car neads to be coded to europe in order for you to enable TMC.
There has to be a radio station brodcasting TMC signal in your area
Your map has to have TMC info on it as well. (all newer EU maps do)
I would recomend going to the dealer to set the car to Europe mode, and you should have no problems then.

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X5 4,4i-06 Current
330Ci Cab-03 2007-2008
MB E55 AMG-03 2006-2007
Z3 2,8 Roadster-98 2006-2007
X3 2,0d-05 2005-2006
320d-99 1999-2005