I thought it was a bit strange so we are taking it into the dealer for inspection/repairs. Thanks for the replies....it can be a very dangerous "glitch". I would think the vehicle should go into "P" or automatically set the "E Brake". We may have selected "N" by accident, and turned the vehicle off, but ,there were no warning bells or safety mechanisms in place i.e. auto "P" or auto "E-brake"...definitely something all X5 owners should caution if this is the case.