Sounds like the blower motor. There is a problem with several X5s including mine. Picked car up last Thursday, had it for one day and the blower motor started making horrible noises and eventually quit. Car's been at dealer since last Friday. Blower motors are on national back order, so I just have to wait until a replacement comes in. Not fun with a new car with less than 100 miles on it. Driving around in a 750iL loaner until my car is ready.

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2012 328i Luxury, Jet Black/Saddle Brown (ED 8/9/12)
2012 X5 35i Sport Black Sapphire/Black/Dark Bamboo, Active Vent Seats, Premium Sound, Convenience, Soft Close Doors, Running Boards, BMW Apps
2009 335i Jet Black/Oyster
2007 X5 3.0 Black Sapphire/Beige (Sold)
2007 335iC Alpine White/Red (ED 11/15/06) (Sold)
2004 545ia Jet Black/Black (Retired)
2001 525ia Jet Black/Sand (Retired)
1995 540ia Jet Black/Black (Retired)
1992 325ia Jet Black/Gray (Retired)