I bought mine from GT Racers on eBay.

2000 2001 2002 2003 2004 2005 BMW X5 LED TAIL LIGHTS 4P : eBay Motors (item 310211843940 end time May-05-10 18:06:38 PDT)

I bought the capacitor as well and it just connected to the existing factory wiring and tucked into that corner easily. It's about 6" long. Mine have been on since October of last year and hadn't had an issue yet.

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2007 328i Sport, Monaco Blue
2011 X35D - sold -Space Grey
2004 X5 4.4i - sold - Kalahari Beige
2001 X5 3.0i - sold - Pearl Beige
2006 325i Sport, Sonora Beige
2000 323i - sold - Sienna Red