crazy talk...k40 isn't the way to go. you want to stick with a 9500ci. you don't have to get it installed at the dealership, go to any stereo shop and get it done. that's probably your best bet anyway, they'll probably be more apt to handle a custom install job. check out PencilGeek's setup:
http://www.m3post.com/forums/showthread.php?t=143999 - you should have it done like that at a professional custom auto shop. that's a proper e92 m3 9500ci setup