US version:
WARNING: This page is about a different car, the 2002 BMW M Roadster, 2002 BMW M Coupe, 2001 BMW M Roadster, and 2001 BMW M Coupe. However, it is still accessible from the selected car via links, so may be relevant.
Front exhaust pipes are fitted in place of ECE catalytic converter.
Catalytic converters are located in exhaust manifolds.
Remove and install both exhaust manifolds.