WARNING: This page is about a different car, the 2003 BMW X5, 2002 BMW X5, 2001 BMW X5, and 2000 BMW X5. However, it is still accessible from the selected car via links, so may be relevant.
Lever out ceiling light (1) in direction of arrow.
Fig 1: Removing Ceiling Light (Front)
Courtesy of BMW OF NORTH AMERICA, INC.
Disconnect plug connection underneath and remove ceiling light (1).