You also need:
1. Navigation computer. Get the Mk4 nav.
2. Radio module to fit in the boot. Type = BM54.
3. TV tuner (called the Video Module), get the new hybrid tuner, this can receive DVB-T digital TV, and it also allows for easy connection of your DVD player.

You didn't need to get an Amp, as the car already has an amp and the amp stays unchanged. Well, most cars have the amp :-)

Brackets you can get from BMW, they are cheap.

You should also use the Retrofit instructions as your guide....