Ah. I see.
There are two possibilities:
1) As Rob just said, those leads to the factory amplifier might be speaker-level connections, and they might need some kind of pre-amplification before you can hear any sound out of them. Depending on the car, you can usually get line-level-to-factory-amp adapters from install shops.
2) It's also possible that the factory amplifier isn't even turning on. It might want some kind of special signal or connection from the factory radio to activate. The factory-amp adapters usually include the necessary connection to make this work.
Either way, a call to a professional install shop (or maybe just a call to Crutchfield) for the necessary BMW-amp-adapter kit should take care of you.
Also, my first comment about using your own amplifier instead of the factory amplifier still counts.
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Tony Fabris