On mine, I didn't unscrew anything. Once I confirmed which cable had the problem, I just used a cigarette lighter to heat the ferrule on the motor end of the cable, jerked the cable out, cut about 3/8 inch off the black sheath, heated the ferrule again and shoved it back in. Fixed, just that quick.
chiefwej 2003 540i ///m-tech 6-speed
Black Sapphire Metallic w/gray