I got the info from Bimmian on how to install them.
It is easier to go in from the front bumper grill, than removing the inner wheel well.
The instructions are for a 2002-2005 325i e46. Mine is an 2002. Use at own risk.
It took me 15 minutes, no damage.
A) Remove the side grill by pulling on the edge closest to the license plate. There are two compression fit areas.