Originally Posted by 4MoJoe

I used the Blitz XM Direct Adapter for BMW in my 2004 and it works great.

Here's what you need:
XM Satellite Radio at MyRadioStore - XM Radio Bundles - For Your Car - In Dash - XM Direct - XM Direct Adapter for BMW / Mini Cooper w/ iPod Interface
XM Satellite Radio at MyRadioStore - XM Radio Receivers - XM Direct XMD1000 Universal Tuner (Factory Reconditioned)

I really was not worried about losing a CD Change because I rarely play them...you can also search on eBay to see if the above items are there.