You will need the nav retrofit loom, the nav computer and gps antenna, I dont have a part number for the loom I'm afraid, it should be plug and play though.

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Sept 03, M3, Silver Grey. Retro-fits: Modded Mk4 DVD Drive, OEM Bluetooth, VR Control, Rainbow Speaker Upgrade, Sony SOT Amp, HK Sub, CCFL, Intravee II, NightMode.