Definitely not your fault, BMWMini2000, and I don't think anyone begrudges you for it. You were #1 on the list, and you bought the first Cooper S sold by your dealer. That's what you're supposed to do. And the CD changer might have been installed in any dealer demo car, to show off yet another possible option to customers -- although, as a purchaser, you should have had the choice.
I'm just surprised like everyone else that your dealer sold the two Cooper S cars they received. I thought the dealers had an agreement with BMW on that point, to maintain test drive capability at all times for both models. (I can certainly understand why BMW would want its dealers to provide this basic sales service.)
You're very fortunate indeed. Aside from some anonymous (so far) Hollywood celebrities, you're evidently one of just two "ordinary" Cooper S owners in the U.S. (How does it feel to be ordinary?

) Happy motoring!