You can't simply just put a SMG onto a manual transmission car. They are completely separate transmissions. Thus, in order to change your car from a manual into a SMG you would have to completely swap out your transmission which is a very expensive process. Transmission work in general can be quite pricey.
Your best bet if you need to swap from a manual to a SMG is to either find someone with a SMG that would like to swap, assuming you have comparable options to each other... OR to simply just sell your current M3 and buy a SMG M3. Selling your current and buying a used M3 is definately going to end up a cheaper process for you than keeping the same car and ripping out it's original transmission.
Btw, I've seen late model e46 M3's go for around $34k if you look on e-bay and such. So you have plenty of options to go after in looking for a used M3. Also, assuming that the M-DCT is released with the US launch of the e92/e90 M3 you could just trade in your e46 M3 for a M-DCT e9X M3.