If I was you:
1. I whould try before bying the cable to do the following diy stuff. It's plain easy and you need at most 50 cm cable and a cutting tool.
2. I couldn't sleep before getting that thing to work
(don't hang on me , is just what i whould do)
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BMW Diagnosis Socket Pinout for ODB2
14 Battery power
15 ISO 9141-2 L Line
17 ISO 9141-2 K Line
19 GND
20 ISO 9141-2 K Line
OBD2 Diagnosis Socket Pinout
You can try the following (which is the actual pinout of the cable you want to buy as seen in
http://itrademarket.com/uifltd/group+15206
OBDII ------------------ BMW
4,5 ------------------ 19(Ground)
7 ------------------ 17,20(K Line)
15 ------------------ 15(L Line)
16 ------------------ 14(Power)