For BMW E46 3-series that are pre-wired for the BMW alarm system, you need three parts:

Tilt Sensor: 65758386932
Interior Motion Detector: 65756938048
Siren Module: 65758383153

E39Source WEBSITE: http://www.E39Source.com

BMW M3Source: http://www.youtube.com/E65Source

BMW E46Source: https://www.youtube.com/user/E46Source