Straight from the owners manual:
For the first 1,200 miles drive at varying road and engine speeds. Do not exceed 4000 rpm (yeah right).
Note: Do not exceed two-thirds of the vehicle's maximum speed in 5th gear.
Do not use full throttle or the kick-down position of the accelerator pedal at all during this period.
Remember that the break-in rules apply to other mechanical assemblies such as the transmission or rear axle, and not just to the engine.
Should any such assembly be replaced at a later stage in the car's life, the break-in procedure must be repeated.
(that bold line was bold in the text)
But everyone knows BMW is a little over-the-top on things like this, so basically don't drive it too harsh for a few weeks and you'll be fine.
These motors are broken in before you even drive the car off of the lot.
Ken, I drove the living piss out of my car and it runs without a hiccup.
But like the others have mentioned...first 20 miles drive it easy, avoid constant RPM...try to accelerate and deccelerate as often as possible. You want to seat those rings in properly.
After the oil change, drive it like you stole...literally. You'll have a blast doing it. Change the oil after 500 miles. Then one more time after 500 miles and you'll be golden.
I'm going 8,800 miles strong on my motor
