I just replaced the Thrust Arms, Bushings and Thrust Arm ball joints on our 2004 X3. removing those ball joints were definitely the hardest part of the job.

What worked for me was soaking the ball joint in PB Blaster and leting it sit overnight. I reattached the old thrust arm to the ball joint and used a small sledgehammer. It'll come out - but it took a good 45 minutes. Not a fun job.