Basic Module 5 (2003 M3 Conv)

[CHARLIDA'S 03M3]

Hi,
I need to replace my Control Module - Basic Module 5
It sits behind the glove compartment. I'm not sure but I believe I have to program this part before finishing the installation.
Is there someone who has done this install beginning to end without programming it in advance? If so does it work? This is a genuine BMW part.
Any help would be greatly appreciated,
Charlie