It was a crappy filter,filter changed for a Filtran branded one.
Thank you a LOT guys, the embarrassing noise is gone...I am loving my X even more now !

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e53 '00 4.4i Oxford Green II Freshly rebuilt tranny(2nd one) and transfer case/front shaft
e70 '08 3.0si Sapphire Black cinnamon leather 7 seats
e61 '06 530XI Sports Touring Silver - SOLD