I've been doing the same research - I found this be to be very helpful.
http://www.z4-forum.com/forum/viewtopic.php?f=31&t=1483
In the end I decided tobuy this cable - very helpful seller.
http://www.ebay.co.uk/itm/301066788151?_trksid=p2060353.m2749.l2649&ssPageName=STRK%3AMEBIDX%3AIT
Fitted one to my 2003 2.5 width Business stereo with no probs, but you do need the lead with a capacitor (I think it is a cap) in it to fool the system into thinking it is the aux.