Others have been there before (not me) and indeed it seems the X5 is more tricky than most for brake controller installation, but it can be done.
A quick google search brings up the links below for instructions on how to install a Prodigy in a BMW X5:
http://www.bmwmotorsports.org/pdf/BM...er%20Brake.pdf
http://www.bmwmotorsports.org/pdf/X5...stallation.pdf
Hope these help.
Paul