ZHP is the factory order code for the performance package available on 2003+ 330i. It's not the sport package- that's ZSP, available on all 330i.
ZHP is not found on the exterior of the car anywhere. It is an option code, not a trim level.
ZHP is just a sport package which BMW came out with for a mid 03+ E46's.
And no, you dont have it on yours (since it came out a few years after your car was built).
It has some cool stuff in the package though like a lighter flywheel, an M suspension, higher redline, different exhaust, and a slightly governor at 155 instead of 128.