I just got done installing the adapter on my 2008 e92 M3, 6MT, Premium Pkg. Here are a few things that would probably help some people.
1. To take out the wires on the main radio harness, take out the blue thing in the guide and then use a small screwdriver on the other opposite side of the harness press in the small tab on the pin to get it loose. You can see how this works on the harness that comes with the kit.
2. Remove the cup holders before removing the bottom part of the glove box.
3. With the MOST interface zip tied, I found that it was still hard to put on the upper part of the glove box. The tabs don't hit the zip ties, but they do it the box itself. I had to put some pressure on the box in order to screw it in.
4. My car did not need any coding. It worked right away. I don't have a CD changer either.