Hopefully this will help those of you who are planning/trying to install the Aux Input yourself! (Sorry if  I missed some pics...)

Purchase The AuxInput from my local BMW dealership (Part No. 82 11 0 149 390)

Before I disassembled everything...

Oops, yank'd the vent out. Just press the top of both end of the vent and pull. (pardon my pup...)

Removed the two screws to release the bottom part of the cover.

remove the plug with the yellow and black wires and plug the newly purchased Aux Input.
(my car doesn't have Nav..)

Rather than having the dealer put the Aux Input in the glove compartment, I opened a hole in the ashtray. As soon as I get my belkin charger, everything will be close together.

Pull the AuxInput out from the hole.

Done...

HooHoo!!!