Janus: You know of course that I built this way before you or rich started selling them, right? (Otherwise I probably would have bought one from you guys, honestly) Yes, the price to buy one is worth it considering the time it takes to make one from scratch but still, plenty of people want to learn to do it themselves or are not going for installs in an E46, so the techniques still apply.
JimboH: The slot covers that are embedded in the back at the four corners secure it into the dash. At the bottom edge, these two clip over a small lip of the dash that has a couple of screw points. Since I couldnt put screws in on the bottom edge, these are the next best thing:
At the top, there are two screw holes above the bezel that are hidden by the dash trim. The slot covers come up above the top of the bezel, so I can use screws for these. See here:
The E36 is going to be completely different of course, but I don't remember enough about what it looks like from when I had an E36 to suggest what you should do. You may have to build some kind of pressure mount clips or make places for a screw to go through your bezel then hide the screw head with a rubber plug or something. Unfortunately making an appropriate mounting for a removable bezel for any car is beyond the scope of this tutorial, but I'm sure you can think of something!