You could do that but you'd have to use an intermediary device, i.e. USB stick.

I stick with an iPhone or iPod because my entire library is Apple Lossless, and the BMW won't play that natively - I can only play it THROUGH an Apple device.

If you had just MP3 or WMA or another format the BMW WILL play, then you can copy your library to a USB stick and transfer it that way. From a Mac, at least, though, I had problems with little files hanging around (dot files that probably represented album artwork) that made navigation difficult. It did work, but it was quite awkward.