I used the same instructions and mine works perfectly. Which connectors are you using? On my E60, it would turn off and on if I hit a hard bump because the connector didn't have a snug fit.
What issue are you having?
Current: 2013 Monte Carlo Blue F10 M5 (ED on 9/1/12)
Previous: 2009 Carbon Black E60 M5, 2006 Silverstone II E60 M5, 2003 Sterling Grey E39 M5, 2000 Anthracite E39 540i6, 1998 Jeep Grand Cherokee 5.9 Limited, 1990 Eagle Talon TSi AWD, 1978 Mazda RX-7