I've removed my X3 door panels, it's pretty easy. When you remove it, just don't pull it all the way at first since there are a bunch of cables in the back for the electric switch for the window, the airbag etc.. There is a paper barrier attached to the door for noise reduction so if you pull the panel too far, it will pull the cables and damage the paper barrier.

Other than that it's pretty straightforward. Start pulling from the bottom, then move your way to the side then the top.

Edit: It goes without saying that you need to remove the screws before pulling the panel. 1 screw under the arm rest (under the round plastic cover), 1 screw under the airbag plastic cover, 1 screw by the door handle behind the plastic cover, 1 screw (or 2) behind the door trim.