Here are the instructions for adding an Aux connection. (have pictures).
E83 2006 Mods installed: Homelink mirror. CIS-IBUS Nav video module, AUX, Rear DR release, NAV SoftW-Mods, Mud Flaps, sun room Visor, Atom based CarPC. Purchased & pending - BMW CD Changer (NOT Installed). Pending: remote start & LED Angel eyes.
E46 2001 - 18.5 wheels/tires (summer), 17 stock (winter), Homelink, NAV software upgrade, 16:9 display, BMW video module, Radio to V53, AUX, USB IBUS interface,OEM alarm install, Mini ITX computer, tank battery(removed) & remote starter.