I have replaced three window regulators in three different doors of my X5 myself. I actually did one this past weekend so the procedure is fresh in my mind. I will try to outline the steps for you as I am sure our 3 series are similar if not exactly the same.
-- Go to the dealer and buy a new regulator, the nuts/washers that hold it on, and a new plastic clip (or clips, there may be more than one). You replace the nuts and clips since you have it apart anyway. Cost is over $100 total.
-- If the door has an airbag, the procedure for removing it is not covered here, although I know how to do it. Message me if you feel like tackling it. You would have to remove it to get to the window regulator.
-- Remove the window switch by gently prying it up and disconnecting the electrical connector. If the door has a courtesy lamp on the bottom, pry it off and pull off the elec connector.
-- You have to locate and remove the screws that secure the door panel. They are torx (as are some others coming up) so you will need torx drivers. Some are visible and some are hidden. The hidden ones are located behind the wood or metal trim pieces. Remove the trim piece by prying gently on the end opposite the door release, then popping it off.
-- Also remove the plastic door lock thing by working it off. It is not threaded, but pulls on and off.
-- The door panel is secured to the door frame with plastic anchor fasteners. There is also also a metal clip in the center of the door you will have to deal with. Don't worry about it, you will see it after you get the panel off. Gently work the panel off starting from the bottom. It will pop off a little at a time as you work your way around. The top part lifts right off of metal clips along the top edge. Piece of cake.
-- Disconnect the door latch mechanism held on by a 10mm nut to a panel brace, and feed it thru the door panel being careful not to scratch it. Also disconnect the speaker wire connectors from the speakers in the panel. Set the panel aside.
-- Remove the door insulation by carefully peeling it away. Careful you don't tear it.
-- Now you need to locate the nut(s) holding the window to the regulator via the plastic clip(s) I mentioned earlier. You may need to work the window up or down until the nut aligns with the hole you need to see to remove it.
-- BE CAREFUL AND GENTLE WITH THE WINDOW ONCE YOU RELEASE IT FROM ITS MOORINGS AS IT WILL BE LOOSE IN THE DOOR NOW. Also there is a small nut inside each clip you will need to reuse, so remove the clips from the window and keep track of those.
-- Disconnect the motor elec connector. Now remove the regulator (motor and all) by taking off the nuts/washers that secure it to the door.
-- Put the new plastic clip(s) onto the window put the nut inside the new clip.
-- Remove the motor from the old regulator (three torx bolts) and install the motor into the new regulator. It rotates to remove and is put into the new one in reverse.
-- Now install the new regulator in the door frame, and line up the clip with the regulator and secure it with the little bolt you removed earlier. You will need to guide the window into its tracks when you do this.
-- After it is all secure, test it by connecting the switch and rolling the window up and down.
-- Now put it all back together and you just saved about $150-200 on the installation.