Re: auxiliary air pump
if you do get a check engine code it won't pass smog inspection, (at least it won't in CA) you may need to clear it before you get your smog done and also make sure you schedule your smog appointment in the afternoon after you've driven it for a few miles. I replaced one on my BMW and it had blown the relay too, it also blew a fuse, not just any fuse, but one not listed in the manual. I found it, after a lot of searching on the internet, under the front passenger seat, under the carpet, and I believe it was a 60 amp fuse, an expensive one, like everything else on that car.
I found the air pump off of ebay, new for about half the price BMW was asking.
Dave