Something like this?
http://www.dealextreme.com/details.dx/sku.11539

I was just looking at these today. Was about the best pick from DX. Personally I think you need some kind of protection for the connector, which means either retractable or folding it away somehow like this one. Bit hard to tell how sturdy it really is from the photos.
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Christian
#40104192 120Gb (no longer in my E36 M3, won't fit the E46 M3)