Done it to my 01 3.0, pretty straightforward and it's all plug and play into the wiring loom. Steering column cover needs removing and the marked section cut out for stalk. Other than that, all the bits just clip into the wiring blocks. The three parts you need and their numbers are below. I got the interface new from BMW for about £110, the switch/stalk and knob/stalk cover were £25 secondhand from a US ebay seller. It's well worth doing, particularly for motorway journeys. Good luck!
Interface | 65718380054 |
Switch | 61318360926 |
Knob | 61311390968 |