Unfortunately, it's not that simple. You need a BMW phatbox for your BMW possibly a DSP kit or a blitzsafe adapter.
A BMW phatbox cable hooked up to a VW phatnoise simply will not work.
I have several friends with BMWs that I've set up Phatboxes for. You do need to get the Blitzsafe adapter (and make sure it is internally jumpered for 5V signaling), but a VW / Audi Phatbox will work just fine once you flash it with the BMW firmware and make up a cable.
There are a couple "you can't get there from here" cross-flash paths. Some of the cars that were added later on in the life of the Phatbox need more signaling pins than the original Phatbox provided. So you can use a newer Phatbox in one of the older cars, but not the other way around. The Ford / Visteon version is completely different. We assume the GM one is, too, but we've never seen it.
If you have a car that wants digital audio inputs (like BMWs with the DSP option), it helps to have a Phatbox that has the RCA jacks for audio and the power connector for the DSP adapter, but that's just for convenience - all of that stuff is available on the main Phatbox connector.