I actually wanted to ask this question myself, as I learned something about the 2006 model specifically. (I have an 06 325xi sport wagon)
My friend at the dealer looked up the PE exhaust using my VIN and it through up a flag
Since I had an early build date 09-09-2006 it said it may or may not fit....NO other info.
I have read on here people have issues with the AA muffler replacement due to the oval/squished exhaust tubing. I really want to know if the DINAN or BMW PE cat back will bolt up.