BMW X3 turn signal problem

[dazx3]

My 2005 plate X3 is having a weird indicator fault. With the engine not started but in position 2 indicating left or right work fine. If I remove a bulb the MIL lamp lights up and the turn signals flash rapidly (As they should). If I start the car and indicate left the Mil lamp comes up and the turn signal flashes rapidly as though a bulb has blown although all bulbs are lit and OK. Hazard warning switch over rides the fault and causes the lamps to flash at the correct rate. If I turn the engine off when indicating left, the indicator starts flashing at the correct rate. Any help with this would be much appreciated as it is really annoying me........