Hi - is this happening when the X is cold ? I had similar problem with mine transmission jerk 1st to 2nd gear but at cold start only.

You can try trans reset here is the procedure http://www.xoutpost.com/bmw-sav-foru...nder-load.html

In my case, i have prety much resolved that issue following flush oil transmission (very hot topic and a lot of debate regarding wether or not) but for me, after 2 years it was the good decision ... I went to a tranny shop expert.

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2006 X5 4.4i premium, Sport package ,Winter Package, Sat Nav. AFE Power stage II Production : 08-2006
2012 BMW 128I Convertible Black
2011 Mercedes Benz B200 sold