Dear Bernd,
Sorry for late reply.
I am using an iPhone 3G (OS 3.1.2 (7D11))
Just to re-check the steps, on your iPhone 3GS, goto:
1. Settings--->General--->Bluetooth
2. Incase your phone is paired to your car & other computers/accessories, there names should be listed here under 'Devices'
Select Your Car 'Should Read BMW XXXXX'
3. You will be presented with five options
a) Forget this device
b) Sync Contacts (Turn this on)
c) Phone Favourite
d) Phone Recents
e) Other Groups: It is here you have to make changes. By default it's set to 'None'. Your Address Book Groups should be listed here. Select any one of them
Also, I have posted the screen shots at:
http://gallery.me.com/bharat76/100054
Hope it works out for you.
Thanks
Regards,
Bharat