My 2004 X5 4.4i has a harsh shift from 1 to 2 whenever the transmission isn't warmed up (which is almost always).

I've had the transmission EGS unit updated per SI B 24 01 06 (X5 4.4i/4.8is with 6HP26 from 10/03 up to 08/05)

The Dealer just says it's the "warm up program"... I still don't like that shift, but at least it only does it once / drive cycle...

Maybe there is a SIB for your tranny?