Throw up as detailed a listing as you can muster. Post it on M5board, Bimmerforums, Autotrader, Kijiji - everywhere. I sold my E46 on E46Fanatics, which is primarily a US-based enthusiast community. Just make a note that it's a Canadian sale before the price police on US forums jumps at you.
It will sell eventually, seems to be a very nice example of an unmolested E39. They're getting tough to find.
'02 ///M5 Imola Red / Imola Red '09 335i Alpine White / Coral Red