If you have CA open the hood, close all the doors, lock the car, put key fob inside. Wait 10 mins for the DME to go to sleep and feel free to remove old harness and install new one.
Other members are right. Take that one out, I would not try to run the car with the old harness and new JB4 board plugged in.
It's an easy way install. Keep us updated man, you'll love the JB4!
2008 335i - JB4 / BMS DCI / Premium Package / Sport Package / 6AT