I did mine this weekend. I did have to add the wiring - 9/03 car. I found a used steering wheel with the buttons as the retrofit button kit was discontinued awhile ago. Bought the jumper wires with the connector pin on one end - see P/N above.
Some small tips:
Picture #3 in the first post is take from the floor looking up at the bottom on the steering wheel cowl cover, the metal thing in the photo is the steering wheel adjustment lever. Philips screw holds the cover on.
The green connector is underneath the steering wheel hub, kinda covered by a bit - it is easy to find once you remove the lower steering wheel cowl cover - but it is not so obvious as to stand out..
The screw on the instrument cluster is a torx T-20.
I used the Westinghouse Stitch to attach the wires - I don't have good long term luck with the Scotchloks and I am not good at soldering. It is basically a variation of the twist and tape with a tie wrap to secure the tape.
The 'glass' in my instrument cluster was dirty on the inside, so I took it apart. You undo 4 screws on the back (I used a T-9 driver, but I would guess they are actually T-8 screws), unclip the back, then unclip the front.
The pins on the headlight switch carrier are marked in tiny text like on the connectors themselves, so you can put blue and brown back in the right position. The connector attaches to the headlight switch with the pins facing the floor (for those of us that stopped in the middle of the job) - you can see the white lever in one of the photos above.
Torque on the 16mm steering wheel nut it 46 in-lb (aka 62 Nm).
The buttons light up and it works great. If you are pre-wired this is a very quick job.
Must get me a set of M badges now :wink: 
