What kind of BMW do you have? And what kind of exhaust?

If it's just a cat-back it only consists of four bolts and a couple hangers. I wouldn't go to a nice place to put that on, just go anywhere cheap with a lift. It shouldn't take any longer than thirty minutes.

Autothority is good, but expensive. Don't go Dinan, they charge twice as much as everyone else and you only get moderate gains out of their products.