Hi,
What are you using and what do you have in your car?
HK system or standard?
I;ve got an E46 320D SE standard audio.
I've used a carpc connected to an AMP then to my speakers.
I purchased a connector for the BMW headunit connector and run 4 speaker wires from my amp to the connector.
www.maddop.co.uk - its a little out of date at the moment as I am updating my carpc with version 2 but I am sure i've detailed my audio setup on there.
Thanks,
Paul.