Bimmer335i: I ordered from Morristown. My package consisted of a large box with four smaller boxes inside, each containing one segment (wrapped in foam) of the 4-piece assembly and a sheet of paper with their return policy.
Longtran: Thanks for the guide! This was my first DIY of any sort on a car and it went very smoothly:
Removing the plugs was definitely the trickiest part. The key, which someone pointed out in another thread (I think), is that the plugs are actually in two segments, like so:
The top half of the plug collapses so that it's flush with the bottom half, causing the flanges to expand and secure the plug in its socket. The point: you need to pull on the top of the plug, not the entire plug. I used a flathead screwdriver to create a gap between the two sections of the plug, then a hammer to pull it off.