Just in case I can't get that silver cable to work, I found these on Amazon:

This one has a switch, so it's good for K-line (1996 to 2007) cars and D-can (2007+). It's also almost $50 (!!!!)
https://smile.amazon.com/dp/B01LZRBX...KX1IBIGP&psc=0

This one is K-line only, but it's cheaper - $30
https://smile.amazon.com/gp/product/...?ie=UTF8&psc=1

They both say specifically in the description that they work with E46 and other BMWs of that generation. The silver one said it was for 2007+, which I missed out on. Plus they're both blue, which i think is neat.