You could probably solder RCA's to the output of the stock headunit, and connect those RCA's to the AUX input of the EMPEG, then run RCA's from the output of the EMPEG back to soldered on RCA's that go to the factory amp.

But there's one problem, if I remember correctly, the line level out for the stock head unit isn't just a left and right signal, it's a left-right signal for the front, and a left-right signal for the rear. So, you'd have to not only splice RCA connectors to those wires, you'd have to put a Y-connector on them so you don't lose any signal! This could get messy.

See http://www.unofficialbmw.com/e36/stereo/ for more information about the wiring setup.

Good luck!!
Wes