Gps antenna connects to the mk4 nav computer and is located so it can see tha sky (not sure on the x5, its on the parcel shelf in my e46).

Retrofit satnav harness should be available from dealer (they are in the UK), and approx prices should be
Harness: $200-$240 from dealer.
Antenna: $50-$60 from ebay,

You will need the radio module as well.
bm54 radio module (euro, I think that the US spec is called the bm53, but thats not 100% sure), you will need to check on that.

Radio Module: $400-$500.

CD changer harness should already be pre-insatlled in you x5.

Not sure about the dsp amp???

The only other thing is the TV module, this is used as the 16:9 monitor driver (as a backup) should the nav computer fail, its up you if you think its worth the extra $300-$400?

I'm from the UK, so all prices quoted are converted from UK pounds, so you may get them cheaper in the states?

Hope this helps