Thanks all. FWIW here's where the confusion lies in the instructions (in case it helps anyone). The main wire to the DME on the supplied harness is blue with a black stripe. This already has a socket contact on the end. Also supplied in the kit are two short (6") wires with socket contacts on the end. One of these is solid blue and one solid black. The socket contact on the black one is identical to the socket contact already on the harness.
The instructions for the N52 engine tell you to cut off the socket contact on the harness and connect the black one, which is identical. Obviously seeing no point in cutting one contact off to replace it with exactly the same contact I just used the one already attached to the harness. It seems that both this contact, and the black one they tell you to use, are wrong, and is why the pin has broken on the DME. The correct socket contact is the solid blue one, which I have now connected but it won't make contact with the pin.
Supplied instructions here:
http://89.200.137.251/CruiseControlRetrofit.pdf
Steve are you looking at the N46 instructions when you say pin 4? On the N52 it says pin 39 which is what I've done in these photos:
You can tell by the fact that it looks different to the rest that it's the wrong contact, but didn't know this before connecting the plug.
To make things more confusing there is no natural 42 pin plug as stated in the instructions either, just a black 44 pin. Maybe that is also wrong, and I shoould in fact be connecting it elsewhere, which means that broken pin doesn't matter...
Not really sure where I stand with BMW if their instructions are wrong as I am the one that's actually broken it, but that's my first port of call this morning. Not really sure whether to take it to the dealer or not as they may just charge me a diagnosis fee to tell me that I've broken that pin....
Oh and it's about £1k for a new DME so won't be going down that route!