Depends how substantial the drop is and how you plan to drive your car.
If you drop it 2" and track the car or do a lot of hard suspension maneuvers then your stock shocks will take more of a beating and are more likely to give out.
Also the drop is I believe rated for the non-sport Z4 which is naturally higher, so with the 0.3" lower sport suspension (random number) the actual drop would be x - 0.3" with a sports package Z4.