For the 04 325s, it doesn't come standard. So if you got it, you are lucky.
The 04 tips are different from previous models. The tips use inner clips to keep it nice and tight. It doesn't use screws to lock it in. btw, you can get the tips for the 04 325s at
www.circlebmw.com for approx $42.00, part number: 18 10 7 500 194. Get two of these.