...to the factory stereo.? I understand there's an adapter i can purchase but i would like to know from some one who has actually installed one , cause i keep getting maybe it might from the local BMW DEALER.

This is not possible as a direct plug in, because of the new ipod technology. But you can transmit through a cassette adapter (although you probably don't have a cassete deck) or you can us an FM modulator, available at 90% of electronics stores, including walmart. Don't be surprised though, when the quality from the modulator is horrible. SOME factory stereos after '99 actually do have an RCA input in the back, but this is very rare. If you find that you do have one, an 1/8" stereo plug to RCA adapter would do the trick. I recomend getting an aftermarket stereo from Pioneer or Sony though. They're not that much. Check out crutchfield.com or bestbuy.com