I'd love to know the same thing. I have an 02 325xi and it's got just about everything I could hope for - but it's an auto and not a manual. From what I've read - it's just better to trade the thing in and get another one in a stick... but from what I could figure out - parts and labor would probably cost you around $6000-9000, at least. And the BMW dealer I talked to say they'd rather just trade you cars than convert it as it reduces the value of the car.
Hope that helps - but hey - if anyone else knows - shout out!