Ok, I also have an 2003 4.4 X5 that the wife drives. She just got home and it prompted me to check to see if the cig fuse is the same on the 4.4. It is!! The only difference is that on the schematic it says;

Cigarette lighter ------- 25 (33 AUS)

This means it is in the #25 position on the fuse bank. I assume if the car is sold in Australia it is 33 but who knows?

Hope this saves someone a little time if they run into the same thing.
Cheers!