I have an early MY 2009 which came pre-wired for alarm, likely as yours did. As I understand it, they stopped including the alarm pre-wiring in mid-MY 2009.
I bought the alarm kit from Tisher/getbmwparts.com for $225. It included 3 main components: A hood trigger switch, ultrasonic glass detection unit (goes in center dome light module) and a siren which goes in the left rear wheel well behind the fender liner.
I did the install myself with basic tools, but the alarm did need to be coded to operate fully.
I did notice, even prior to coding, that the clown nose would blink when the car was locked with these new components installed (it hadn't worked prior).