Originally Posted by JCL

For your 2000 X5 4.4, see this link. It is item #13, inside the transmission, connected to the valve body.

RealOEM.com * BMW E53 X5 4.4i A5S440Z MOUNTING PARTS CONTROL UNIT

That doesn't mean that this sensor is your problem, as any number of things can cause shifting problems and a proper diagnosis would be required to confirm if there is anything wrong with your wiring harness and temperature sensor.