I'm not the expert on this, but there are two possibilities:
If the hubs on the wheels are smaller than on the car, then you will need to find a machine shop willing to bore out the hubs on your wheels. I've not tried it myself, but I've read that it's a very risky operation that most shops won't do. Maybe you could try a wheel restoration company? I think the drawback to either of these options is you could spend more money than is worth it.
If the wheel hubs are larger than the car's hubs, then you will need adapter rings. I've found them at Summit Racing in many different sizes, but the problem is that you need to know the inside diameter of the wheel hubs to the nearest hundredth or thousandth of an inch, and likewise for the O.D. of the car's hubs. The good news here is that the adapter rings are relatively cheap - about $4.
Good luck to you, but I believe the best solution is to get wheels that fit the car to begin with. Welcome to the wonderful world of the persnickety E39....
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2006 Honda Odyssey EXL-RES
2006 Honda Accord V6 EX-L Sedan
1999 BMW 540i 6-Speed (Sold to M3UOND on 9/21/06)
1991 Honda Civic Si - Occasional Beater