I have the same issue. Front signal replacement is not as easy as pop out bulb and replace. There is a tutorial on the home page. I planned to have my dealer replace, but are they really charging for this? This should be covered or at the very least a courtesy provided by the dealer.

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2004 BMW X5 3.0i - Mine
2011 BMW 328i xDrive - Hers
2002 BMW 325xi - waiting for a new owner