You probably need an $8 European --> US style antenna adapter. You can get one at any stereo shop. If fact, if you dash is apart and you're still confused, a nice guy in a stereo shop will generally help you out. They did for me at least. The extension is not generally neccesary, if you have the module you have (or can get) everything you need without having to bother empeg / wait on international shipping.

John
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1998 BMW ///M3 30 GB Mk2a, Tuner, and 10 GB backup