A BMW Dealer should be able to supply you with one of these. They came as an optional extra (At least in the Uk they did). You have a removable panel in the rear bumber, from which you slide out the previously hidden towbar - BMW obviously realised people may want to use these cars for towing but didn't want an unsightly towbar permanently attatched.
The only down side is cost I don't know how much a retro fit would cost but it involves the following to make it as the optional extra - New rear Bumber, New uprated rear suspension, new electric loom, the towbar kit itself and of course the good old BMW labour costs. Might be a bit more expensive than a roof rack eh!
There may be other solutions out there though - over here in the UK there are places you can take any car and they will fit a tow ball for you.
Hope you get sorted.