kewlx5 just replaced his shocks on his '01 but he has over 130k miles... he does report that its much smoother with the new shocks.

your shocks should be fine with your low miles. they don't typically wear out with time, rather only mileage wears them out (being sealed in self-lubricating shock oil). the x5 rides a bit firmer then most cars (bmw's do in general). it be your perception that its rough because you've been driving other softer riding cars?

a typical "shady-tree mechanic's" test for shocks "used to be" that you would bounce on the bumper/corner as hard as you can and count the number of bounces the car does on its own before it stops. if the number is 3 or lower, you are fine. if the number is higher, then its time to replace the shocks.

this test is by no means accurate, but gives a general idea...