Ok, a few things.
Make sure your ground wire(A3)(brown wire) is connected to the body of the car.
Mare sure that everything is connected. Including two wires (A7 and A8)( yellow/red and yellow/brown) that go into black socket housing PIN5 and PIN11
If everything is connected and it doesn't work try to take the fuse(A9)(7.5A)(came with the harness) out. You might not need it.
Oh yes, make sure your navigation computer is grounded too.
See Connection overview here(page 3):
http://www.bmwnav.es/~kamala/Eba/E85%20Z4%20-%20EBA%20Reequipamiento%20navegador%20profesional%20en%20ingl%E9s.pdf