Never on a bimmer but plenty of times on other German cars. Once the entire axel is out of the car, pull the boot off the lip of the CV joint. The outer joint pops off the axel with a few strong blows from a plastic mallet (or a metal hammer with a wood block). It helps to have the axel shaft clamped in a soft jaw bench vice and hold onto the splined end of the joint firmly to keep it straight in line with the rest of the axel. The new one pops back on just as easily. Be sure to replace the spring clip that holds the joint on the shaft and be sure to slip the new boot over the shaft BEFORE installing the joint (duh).

I think Solidjake has a good DIY video for this. Try searching youtube, this forum or send him a message. I know most of the site sponsors or online parts stores have DIY or tech articles. The Bentley Manual is good as well. See below...

bavauto.com, Pelican Parts, Bimmer Specialist, FCP Groton, ECS Tuning, etc.

http://www.bimmerfest.com/forums/showthread.php?t=474194&highlight=axle+diy

http://tis.spaghetticoder.org/e46/330xi_(M54)_SAL/Front_axle/output_shaft/