I have the same issue with my recently-installed MediaBridge in my 2003 325xit. My "solution" so far has been to disable the scrolling entirely (CD-4, left, left) on bootup. It works, but obviously I'd like a better one.
As for shielding, I've tried ferrite clamps around the 6/3-pin cables at the Mediabridge end with no effect. Shielding cables is always tricky - noise tries hard to find a way around any effort you make. Indeed, it's even possible that the noise coupling is actually occurring inside the head-unit rather than on the cabling, in which case most measures (aside from not scrolling during playback) may be futile.
I'm more frustrated with two other "features" of the MediaBridge at the moment:
1. Navigation through large USB sticks is agonizingly slow. I don't know why CD-2 through CD-6 are all "Folder mode" and do the same thing. It would be nice if the buttons divided up into "A-E", "F-J", "K-O","P-S","T-Z" or some similar scheme.
2. It doesn't resume the track I was listening to on USB if I turn the ignition off and come back the next morning. Combined with issue 1, it makes the unit almost unusable with moderate size USB sticks which may contain a few dozen albums.