there is a guy on ebay that will do this for (i think) $50 plus S&H fees.
There is also a DIY in the links section for this. I think it's very intensive and about a 7 out of 10 where 1 is easy(pumping gas into your tank) and 10 being hardest(engine swap).
I definately knwo that guy on ebay does it though.
Go to Ebay Motors and type in "BMW 3 series E36 Climate Control" and you'll see a guy selling this one you have pictured for $50 Buy Now. But he is not selling the module he's selling his labour time to do the swap providing you mail your units to him. Now i think about it, i'm not sure how he would get it into the car...since you are not mailing your car into him.
At any rate...look that guy up. He has great reviews on Ebay.