Hi
Ive got a MINI CD changer fitted to my 06 ONE
If its the MINI one it is basically a plug and play jobby....the cables are there, the brackets come with it etc etc.
Now when I was looking to get it, I originally got an Alpine Changer and Interface, which wont work as BMW changed something on the newer models (05 on i think). I gave in and bought the genuine one as it as easier
I'd look in the classified or on fleabay if you dont want to pay BMW prices (I paid £300

)
..oh and mine will be forsale soon if you want to wait till March