My car is from the year 2001 and yes, it has the steering wheel radio controls.
According to all your answers, the radio is correct with standard ISO connectors, the problem is in the connectors of the car, the black one looks like an ISO, but it has 10 slots and the ISO connectors has only 8 pins.
The link that dorchester has put, is exactly the model of radio that I bought but without the cable for external devices, but it is the same model.
I had a 2001 25 and it had the bmw connections. Try pulling more of the loom out and see if it is an adapter. Also what stereo did you have fitted before you bought the new one?