No need to change the ECU. There is a computer for your Auto. tranny, but you don't need to take it out. There isn't a whole lot of wiring going on with the swap, mostly bolts, patience, and a small hand to install the clutch master cylinder!!!!
The cost varies depending on whether you are performing your own labor or not, and the acquirement of parts.
I would usually say, " Do a seach.", but I don't know how well the subject is covered here on Maxbimmer.
Here is a parts list I did on DTM awhile back (look a few posts down):
Hope that helped give you an idea of what is in store.