My car is overheating

The expansion tank is a common failure area and its good that you replaced it, however to my knowledge the thermostat is not located inside it.

I would first add the recommended anti-freeze/water combo and fill it up while the engine is running. Close the cover to the expansion tank, but open the bleed screw to insure that the air escapes from the system. You must do this while the engine is running and warm. You may need to add water/anti-freeze. This insures that you get all of the air out of the system and prevents a vaport lock condition that will cause the system to overheat.

If that doesn't work, then you may have a bad water pump, thermostat or both. Its common practice to replace both at the same time. If its been more than 45-50k miles since they were serviced, I would replace both, replace all the belts and hoses and replace your water/anti-freeze at the same. After its all put back together, perform the steps in the second paragraph again.

You can get a good DIY here:
http://forum.e46fanatics.com/showthread.php?t=665860&highlight=thermostat+replacement

Good luck - I hope this helps!

Try taking off the top water hose and filling it up thru there till it starts coming out of the radiator side this worked for me a couple of times on different bmw's its a little trick I figured out it might work for you Good luck let me know if it worked for you.