My car runs cold during winter when driving the temperature needle stay cold

try replacing t stat

Someone probably removed the thermostat dealing with a past cooling issue

Your thermostat is just "blown". (I know because I just replaced the one in my '04) Get ready for the sticker shock. Many suppliers sell the BMW thermostat INCLUDING its enclosure (water pipes in and out....plus sensor connection etc) for around $100. (http://www.oembimmerparts.com/BMW_Thermostat_With_Housing_OEM_p/11537509227e46.htm) In fact, after a little searching, it appears you can ONLY buy it with the housing included. Yikes. Pricey. (Not like your dad's old Chevvy!)