Thanks for the replies. Have just received my copy of the Bentley BMW X5 manual so a good read coming on!. I suspect it is an air leak although I have checked from the air filter right through to the idle control valve area and can't find anything so far. I know it only has to be a small leak and therefore not visible to the naked eye so it could be a smoke test or similar.

Car runs on LPG so I don't think it's to do with the fuel although I think the LPG is a lot more sensitive to the problem. (In the UK the LPG was half the cost of petrol although it is starting to catch up with the price of petrol)

Will take the intake manifold off today and see what's going on around there.

Thanks again.