Does your vehicle have Nav? If so, your only real option is simply to swap connectors back and forth as needed and keep your CD changer installed.

If it doesn't, and you don't have a radio w/ CD player integrated, this would give you a CD player:

BMW X5 Radio Upgrade - Business CD | BSW

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Bavarian Soundwerks | Audio Solutions for YOUR BMW
www.bavsound.com | p: 404.963.8857 x 103