I actually visited the BMW dealer today to see if the Parts department would carry the specialized nuts. Unfortunately, the Parts Dept is not opened on Sundays. At any rate, one of the salesman was nice enough to show me the trunk of a 2000. We found out that the nut is made of plastic. The salesman did say that they sold the full installation kit for the CD Changer for $350 which would include the specialized plastic nuts and some mounting brackets.
Since I already have the mounting brackets that came with my MP3 Changer and do not want to pay $350 for some plastic nuts, anyone out there have any ideas of where to get these specialized plastic nuts?