Originally Posted by Brian-bmw

The coax cable that connects to the DSP amp is not an antenna. That is the digital audio feed from the CD changer.

Your antenna fed to the location of the original radio. You have a 2001 X5 that originally came without navigation, right? If so, then the in-dash radio head unit should have had two coax plugs-- a small one and a larger one. Both connect to the car's active antenna module. The larger one is the main antenna feed. You need to get an adapter from that plug to the matching plug in your new aftermarket head unit.

Now, if your car originally came equipped with BMW's factory navigation, that is a different story. In navigation cars, the radio module is located in the trunk. Therefore, you would need the same adapter plug as above. Plus, I would just get a standard aftermarket antenna extension cable to run from the trunk up to the dash.