BMW uses hydraulics for its brakes
You didn't even post which BMW you are working on. It is hard to know your level of mechanical competence, but from the way you asked the question the best thing is to take the car to a mechanic and pay them to do it. If you insist on doing it yourself, buy the correct Bentley manual for your BMW. You can see the list of books here: http://www.bentleypublishers.com/bmw Buy it from Amazon or your local bookstore. BMW brakes are much like the disc brakes on any modern car. The biggest difference is the parking brakes are inside the rear disks.
It is easy to replace the brakes if you know what you are doing. Even on cars like BMW's and Nissan's, the brakes are easily replaced.
BMW won't stop making BMW M3's. It is because BMW just intoduced th sedan (four door) version of it.
You use them by applying the brakes.
Believe it or not, you hit it with a hammer (I used a rubber mallet). For exact procedure, check out this very good DIY for BMW brakes: www.dvatp.com/bmw/diy/brakes . Good luck!
Check your brakes
There Can Be Many Things: New Air Intake New Brakes New Tires New Engine
Try Realoem.com Enter in all the vehicle specs, then look for brakes. There should be a good diagram.
by being more carefull
Your brakes are getting low and you need to replace them.
If you own a BMW you cannot ask the price of anything. Unfortunately, BMW parts and service generally costs 2 to 3 times as much as the equivalent parts and service on just about any other vehicle.