WARNING: This page is about a different car, the 2006 BMW X5, 2005 BMW X5, and 2004 BMW X5. However, it is still accessible from the selected car via links, so may be relevant.
Fit conrod with piston pin to piston in such a way that arrow on piston points to front and flat end of conrod points to rear.
Fig 1: Identifying Installation Position Of Connecting Rod (1 Of 2)