I bought the trim piece (which includes the sockets and wiring) from my local dealer for $38 plus tax, and followed the DIY posted here on how to install, works great!
Here's the link to RealOEM for this part:
http://www.realoem.com/bmw/showparts...25&hg=51&fg=35
What you get is item #3 as pictured there.
If you have black, lemon or terra, the part no. is 51167150155
For beige, 51167150157
For grey, 51167150156