Quite easy (just did mine as well). If you do a search on this forum, you'll find out how.
One addenda that might not be on the other instructions. Getting the guage cluster out from behind the steering wheel is a bit of a trick, but if you remove the plastic housing from the top of the wheel, then pop out the turnsignal, start the car, and roll the wheel to the left (holding on to the guage cluster), you can get it out quite easily. From there, the bulb is a snap.
1997 328I Sport Package