It is normal, it just is a common issue for most of 03 x5 or 5series tranny with 3.0 motor. In cold winter time, all you get to do is when you put on "D" then wait for 3 - 5sec. It only happens the "delay" when you are first to put in gear after your car stop for a certain long periord. After your X5 get into the gear then you won't have the delay no more until next morning you start the car again!!!