OP, the valve cover is actually not that bad to do since you have the 3.0 engine. There a really good YouTube video you can watch to see the process, I believe the video is for a 3 series but same engine, and the good thing about the X is there is a bit more room to work on than the 3 series in the video. The only thing I would tell you to watch out for is during installation, make sure the gasket doesn't slip on u. But as epdarks mentioned, first thing to do is to find the oil leak the dealer is talking about....visual inspection, the after driving the car, let the engine cool down and run ur finger around the engine and see if you get any oil( perhaps not the best way to check).... Good luck, do a search on here and u'll find a few valve cover gasket discussions....

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2001 BMW X5 3.0 Sold
2008 VW jetta S
2006 Lexus Rx400h