Are you talking about an M Coupe or an M3 Coupe.
If an M Coupe, head over the Z3 section for lots of good help.
Although both cars do use the same engine for 2001 and 2002.
But no gotchas I know of in replacing the PS pump.
'95 Alpine M3 LTW
'00 Dakar M Roadster
'02 Topaz M3
Red/White SRF #4 (Chassis 561)