" I do have to turn the player's wolume up quite a bit, so maybe an amp is not too far down the road."

You probably don't need another amp. The issue, as I understand it, is that the BMW factory amp uses higher voltage (8V) inputs. You need something called a powered active level converter between the empeg and the amp, like this one:

http://www.sounddomain.com/sku/PHOTLD2

I've been researching this because I have two friends who bought empegs because they liked mine and have BMWs. Neither are installed yet...

Jim