e46 body style 3 series did not come with alarm from the factory. However the module is already in the car and all that must be installed is the siren, interior sensor, and tilt sensor. This is a pretty easy DIY job if youre a do it yourselfer however after installing the components the dealership must encode the car to activate the alarm. I think to have the alarm done complete it will run you between $400-500. The alarm kit itself can be bought online for under $150 and the encodeding charge varies by dealer, average is about $100. If you search google there are several write ups on performing ths job.
<edit> just saw that you havent ordered the car yet. I would try to get ahold of BMW customer relations to see if it can be added as an option or installed at the port.
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