You never mentioned what the dealer said...If you haven't called them yet, do so first and report back as to what they said. Not to be mean, but did you drive the X? If so, was it driven on the freeway and how far? How reputable is the dealer? If it's a good dealer, they should (but don't have to) try to work with you to find a resolution if you bought it the same day and haven't driven it very far. Good Luck!

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'03 Carbon Black M5
'04 Silver X5 4.4
'04 MB SL500