The only way you can connect your Bluetooth cell phone to your Z4 BMW is with the Z4's passkey. This allows the phone and the car to make the connection necessary for you to use the Bluetooth device. Once the connection is made, you will be able to use your car's on-board system in the dash to make and receive calls; it has a speaker and microphone so you can just talk in the car without a headset.
Open your Z4 owner's manual, typically located in your car's glove box.
Locate the white laminated card in the manual.
Read the card for the passkey. The passkey will begin with the letters "PK."