When you look in Check Control, what's there? And no, a 35i doesn't have a DPF. That's why it's important to provide basic information in your original post such as, year, make, model, engine, mileage, etc. . . . when asking for assistance.

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8/2011 X5 xDrive35d Sport, Black Sapphire Metallic, Black Nevada Leather, Fine Burr Walnut Trim
2/2001 M5, Jet Black, Exclusive Complete Black Walk Nappa Point Heritage Leather, Black Cubic Trim