I cannot find the Sharkfin connector ANYWHERE in the trunk!?!?
I even took out the existing module and looked all around it thinking maybe it got tucked underneath it or something, and nothing. I looked on the left side of the trunk too where the CD Changer would go, unwrapped a couple bundles and nothing. Am I missing something?
It's possible your car is not "sirius prepped." I'm assuming you have an '06 330i. Some cars were not Sirius ready which means the car is prewired with an antenna. Check your window sticker (if you still have it) or call a dealership and have them run your VIN. They'll be able to tell you what options you have installed.
Otherwise, look for a pink connector! Many said their connection was pink but mine was actually gray.