Subwoofer outputs are covered in this FAQ entry.

The statement "doesn't support subwoofers" makes it sound like there's something missing. Truth is that most aftermarket stereos do not have separate subwoofer outputs. Subwoofer outputs are not required in order to use subwoofers. You can wire up subwoofers in a myriad of different ways.

More details on the stereo system in that BMW would be helpful. It is known that some car manufacturers are making it increasingly hard on people to install aftermarket stereos. Finding out just what's in there can help us help you decide on a plan of action.

Oh, and please direct future install-related questions to the appropriately-named forum instead of to "general", thanks.