I have the same symptom, in my X5. I was told that new software for the gearbox would fix it, but I didn't get the chance to take it to the dealer to do it.

Have you tried the transmission reset procedure? It is said that it cures the problem, at least temporarily. With the key in the position just before starting the car, press the accelerator to the floor, you should feel a slight click. Hold it there for 40-50 seconds and then start the car, but make sure you move forward, not reverse.

I did it and it improved things a little but I am not sure if it is the real fix.

__________________
John Caradimas
2005 X5 3.0lt diesel
Facelift, Sport packet