It's not the easiest of jobs assume you are a fairly handy kind of person, just take your time, as per previous post you will need the retro fit cable from BMW, IIRC it's around £20 though.
Ignore the fact that the below link is for an ///M wheel, procedure to fit MSFW buttons is just the same for non ///M wheel.
http://www.z4-forum.com/forum/viewtopic.php?f=26&t=16422