CD Chager installation - X3
The changer goes into the center console, which has to be either partially or completely removed to facilitate installation. You'll also need the installation kit in addition to the CD changer. I went with an Alpine 6-disc changer, and a Blitzsafe adapter, which works really well.
To locate the wires without removing the center console, just pull up on the cup holder, then remove the bin in the center console (just pull up on it), and you should find the wires wrapped in velcro toward the back of the console. To make this easier, you might want to remove the ash-tray in the back of the console. I just did it myself, the entire process took about 1.5 hours, and by removing a few strategically placed screws/nuts, I was able to lift up the console enough to get to everything without removing it completely.
My next project will be the Sirius tuner, etc.
Good luck, and enjoy your X3!