In this quick video I describe how to remove and install a side mirror on a bmw e36. It's the same process for any e36 and most other bmws. The only thing you need to worry about is whether the side mirror is heated or not.
On the 1995 bmw that I installed the glass on the side mirror wasn't heated, however the 1996 I removed the glass from was a heated mirror.
It's very simple to remove and install a side mirror glass, simply push the glass inward on the outer edge, and then pull from the inside-out on the opposing side. The mirror should snap right out of its brackets.