I had the same issue and I had to replace my whole transmission at a cost of £4000. BMW quoted £6750, but I found a few ZF Dealers ( ZF is the gearbox manufacturer)> once the new trans installed they had to reprograme the 2005 X5 to talk to the engine mangement system... a year on and all is going fine... ZF state that X5 auto gearbox are only good for 100,000 miles! I got 114,000 miles out of my first.