read other post in other thread, but ill post here again
same thing happened to me on the e36, you gotta use a chisel, screw extrator things suck, they always break and never work.. if you already got the screw out a little bit( a very good start) when you use the chisel, hit the screw from the outside.. so from the outside rim of the screw, if its still all the way in, just drill a whole(dont go too deep) and just work at it w/ a chisel from the inner part of the screw, and have patience b/c u will be doing it for a while