Just my 2 cents, but I'd call someone else and get it done. I'm in the market for a Z4MR and I'm assuming I'll have to have it shipped to me when the time comes. The last thing I want to do is have to drive mine home from across the country.
I'd call these guys (
http://www.f40.com/index.php) and see if they can recommend a shipper. If you've ever watched Chasing Classic Cars, you know what a perfectionist he is and he ships cars everywhere.
Good luck and congrats with the buy. Btw, how much did the dealer come off their asking price?