Many thanks to everyone on the forum for previous posts and especially those that helped me directly. Some tips for others who are considering embarking on this job and have a BMW Z4.

1. The instructions here are invaluable as you'll need to remove the centre console entirely to get the DVD player out. This is the biggest part of the job, once you've got the DVD player out the process is relatively straight forward.
2. Before you start make sure you have time. It took me 1/2 day just to get the DVD player out.
3. BMW saw fit to secure the centre console with about 12 screws that are all different sizes. If you don't have a Torx screwdriver set (star shaped) then you may want to think again. I got most of the screws out without on but had to admit defeat for one set and go buy one.

Summary - it 'aint easy! But if you are DIY minded, have the time and balk at the idea of paying a dealer to do it good luck!