Does it vibrate all the time or infrequently? I'm asking because mine does something similar but it's infrequent and even when it does vibrate if I pull forward a little bit it goes away. Haven't tracked mine down but I think it's either the motor mounts, transmission stop buffer/rubber mount, driveshaft guibos or one of the front axles...or in typical BMW fashion it could be all of the above.

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01' 4.4 Sport - Dec 2000 build
01.5' - Audi B5 S4
97' - FZJ 80 Land Cruiser