This is not a simple process. I'd suggest a BMW specialty shop.
If you are absolutely sure you can do it, you can find great repair manuals with step-by-step instructions, diagrams, parts locations and other important information here: http://bit.ly/mitchell_repair_manuals_online
Or here: http://bit.ly/AllData_Repair_Manuals_Online
Make sure you use the OE blue antifreeze and nothing else. If there is already another coolant in the system make sure it's flushed out well.