get yourself a part number 01 59 0 141 891 (for US version) or any of the following parts -
RealOEM.com * BMW E85 Z4 2.5i BMW CD/DVD miscellaneous
it is about $10 in the US.
pull the map disk from the nav comp, turn engine on (i always did it while engine running), stick the disk from dealer in, and wait until it is finished.
voila!!