I have the same issue. I replaced my rotors, brake pads, pad wear sensors, and replaced the brake fluid, about 6 months ago. I turned the key to position two and waited 30 sec., but the light still doesn't come of and I get the "Check Brake Linings" every time I turn off my X5. I ordered a new wear sensors for the front and rear, replaced them today, followed the 30 second procedure but the light is still on. Any suggestions???

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2005 BMW X5 3.0i (Current)
2000 Toyota 4Runner (sold in 2011)
Formula 1000 - Van Diemen/Novak (sold in 2011)
1989 635csi (sold in 2008)
1985 BMW 325e (sold in 2006, but never forgotten)