Ok, I'm thoroughly confused. I just bought a 2002 X5 3.0 and I'm looking to install the Pioneer XM Modulator unit (GEX-FM903XM). Have no idea what I need to make this happen. I see some kits that require a CD changer, but I don't have one. I probably just need some sort of antenna adapter that connects the modulator to the head unit. But what? And does the antenna really plug in to the CD player? This is my first BMW, so please disregard my ignorance. Help!!!