If it is not the battery (or the OP has certified the battery is ok), then its time to move on with other components.
OP, pls ask QSilver7 for a schematic diagram (battery, starter, starter relay, fuel relay, involved Fuses, DME) make sure to tell him your complete vehicle information.
EDIT: Something like this
WDS BMW Wiring Diagram System - X5 E53
Good luck!