Yep, I put a thread up when I did mine. Bing also fitted one.
If you have a leather dash, or are worried at all about damaging it, remove the vents and head unit and loosen the screws that hold the dash trim.
Otherwise the dash mount comes with a couple of tools to create a little space so that the clip goes in easily.
Edit - http://www.z4-forum.com/forum/viewtopic.php?t=48423