You will need a BMW 17 pin to ISO. £25 at Halfords or £5 on eBay. You may also need an ISO DIN antenna adaptor, depending on the new radio, which may include one in the box.
Remove the BMW radio by carefully opening the fragile flaps on the edges, then use an allen key to loosen the bolts underneath. The bolts do not come out, only loosen.
Loosen the allen bolts, do not remove.
Lift firmly. It will be stiff but don't snap it. It moves backwards as it raises.
Fit the new radio's metal cage, and then the new radio.