UGH, I hated my headrests so much I took the time to get them out and do a DIY on it since it was a pain to figure out.
http://alt.bitcore.org/stuff/bmw-forums/rear_headrest/
If you dont have those holes where they go, odds are you need to do a lot of work to get some installed, but leme tell ya, they are rather restrictive on your rear view and the sole reason I busted my ass and almost LOST AN EYE trying to remove them. (one of the clips FLEW OUT and hit me SMACK in the eye, I dont know how I blinked in time)