Doing what winfred said isn't a bad idea, but when I did mine, I opted for 2 adapters that circuit city sold me - a BMW to universal connector, and a universal to sony adapter. $30 for the two, so if your time isnt free, then get those. If you mind splicing wiring, get the adapter and splice it in with the connectors.
Word of waring on the universal adapters - theyre wired wrong. The power antenna wire is routed to turn on the trunk amp, which is wrong. That way, the CD player will turn off the trunk amp and you only get the radio. Its a quick fix, but know that its going to be there.
You absolutely do not have to let CC rewire the trunk amp, I would advise against that.