On my 1997 Z3 the tip of the sensor is visible coming out of a hole in the black plastic panel next to the driver fog light. I just ordered the sensor:
http://www.ebay.com/itm/14088298031...m/140882980312?item=140882980312&viewitem=&sspagename=ADME:L:OC:US:3160&vxp=mtr
That panel apparently pries out per Msg #28 here:
http://forums.bimmerforums.com/forum/showthread.php?t=1799695&highlight=changing+spark+plugs&page=2

 

That is the sensor I have, thanks for confirming that for me with the pic. I will have to check more thoroghly later on the drivers side for any wire ends that could be for the connector. Thanks for the reply

 

I would would think that you pry out the plastic panel beside the fog light, pull the old sensor out of its plug, insert the new sensor, and push the panel back in place.

 

I've checked now on both sides of the car under all the plastics and next to the fog lights, and even the harness on either side. I don't even have loose wire. I'm going to have to see if I can get a diagram from the dealer if they will help/know how to find it. I think my problem is I'm not the first owner, and this sensor is something I've been meaning to replace since I purchased the car a year ago.

 

I've checked now on both sides of the car under all the plastics and next to the fog lights...

Are you saying that in the plastic panel next to your driver fog light, there is not a hole with the tip of a sensor poking through it?
I just now went out and pried off my plastic and saw the plug-in sensor.
http://www.ebay.com/itm/BMW-OEM-Ext.../140882980312?pt=Motors_Car_Truck_Parts_Accessories&vxp=mtr&hash=item20cd47add8
I left the plastic off, because I expect my new sensor will come tomorrow, and I will unplug the old one and plug in the new one.

 

That is exactly what I'm saying. There are no holes in either sides' plastic panel that is next to the fog lights, and the other locations suggested to me as a possible place the sensor could be in, had missing plastics all together. So I'm waiting to hear back on if I can get a wiring diagram from the dealer on my specific model, which could tell me specific wire colors and locations in the harness. But I dont know how well thats going to work since I posted on here after I put in my request with the service guy at bmw for a diagram.