heres some of my pics from my E46 2002 330ci m sport
the grey connector is the old blub holder which twists out.
the white connector (new bulb holder), with the blub in before it was put back in.
there are 2 small locating knobs on the new holders (you can see them in the pic they are on the blub side of holder)
make sure you line these up properly worst case they snap and the blub wont sit in properly,
i know this from breaking mine!! lol
i dont think they changed the bulb holders on the 2004 e46, hope the pics help?