I noticed this exact same thing over the weekend! My 3.0 is brand new (500 miles) so it concerned me at first because I noticed it after the engine had been running for at least 5 minutes (so I thought it was fairly warm). After a liesurely 10-minute drive it was completely gone, so I assume it's normal. Glad you posted though...

__________________
2009 E90 M3 M-DCT | Alpine White/Black/Carbon

SOLD: 2008 X5 3.0si | Black Sapphire/Black Perforated/Burl Walnut | Premium | Sport | Cold Weather | Premium Sound | Active Ventilated Seats | Auto Tailgate | Comfort Access | Running Boards | Heated Rear Seats | PDC | OEM 20" Style 214s | Titanium Kidney Grilles | Tint 20% Rear/35% Front | GP Thunder 7500K Halos | Xenesis Fogs