You shouldn't feel any vibration at all.

I've sent you an PM about the diesel box.

As for the exhaust, you wouldn't get any gain at all for diesel engine. I've only changed the stock exhaust tips with the oval 4.8i, it looks more aggressive.

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'07 X5 3.0d - Black Sapphire Metallic / Camel interior
Specs: Sport pack, Executive, 7 Seats, OEM 336, Hifi
Mods: Aero Kits, Titanium grilles, 4.8i exhaust, Tinted, ///M Footrest, OEM Sport pedals, OEM Rubber mats, OEM Sunshades, LCI Taillights