I highly recommend you participate in a BMW CCA sponsored HPDE. You will have an incar insturctor who will ensure you do not do harm to yourself, him, or your car. You are there to learn, not to go fast, although you will certainly go faster than you will on the street. The one or two day event will not do harm to your car. BMW builds them to be driven spritedly. Go have fun, and learn, and experience what it is really like to drive a BMW. However be warned, this is habit forming.
vz