It didn't come with installation instructions? Did you buy it new or used?
I'm guessing here, but - pull the airbox first (shouldn't need to pull bumper at this point), connect CAI tube to intake manifold, clip down (or whatever) and go. Again, I'm guessing andmaking this up as I have never done one of thse on a BMW.
<span style='color:green'>Nobody likes you.</span><img src='http://www.bmw-forums.com/forum/html/emoticons/ph34r.gif' border='0' alt='user posted image' />
<span style='color:green'>Are you experienced, little girl? I want to know what goes on in your little girl world.</span>
<span style='color:green'>I'm the man! I'm bad, I'm so bad I should be in detention. I'm the man!!!</span>