Need Help Please: ABS, 4x4, BRAKE lights came up while driving
 

Hi, while I was driving these abs, brake, and 4x4 lights came up and the car was running in 4x4. I stoped tried to press the 4x4 button to shut it off and didn't work. After a while I shut the car off, and on again and the lights went off and it was normal traction again but after driving it for a little bit the lights came on again. Also averytime immediately after I shut the car off a knocking sound comes for the engine bay, but more towards the driver's side; this noise only lasts for like 5 seconds.
Can some one please help diagnose the problem.
it's a x3 3.0i, 2005 with 75,000 miles.
Thank you.

Could be the DSC control module, or a sensor (wheel speed/ABS sensor, or another). Take it to the dealer and let them read the codes.

I agree that getting the codes rear is the only way to go as it could be anything.

I have a wheel speed sensor going out on my truck, when it acts up the DSC, ABS, 4X4 lights come on and the ABS activates when I stop. When I turn it off for 10-15 secs it goes back to normal. The fault is with one of my rear sensors. Tomorrow I'm gonna swap it to the other side (switch sensors around) and make sure the fault follows it before replacing. (don't want to jump to conclusions as it also could be wiring or DSC module problems) Proper diagnosis trumps all.

Thanks. Is it a good idea if I find an independent BMW shop to do this, as the dealer charge ridiculous amounts of money for labor? any recommendations around NJ maybe?
Thank you.

The thing with the DSC system is most diagnostic testers can't read the BMW proprietary codes thus would offer no help. I'm sure someone on here that lives in that general area can chime in with a good indy that has the proper equipment. Otherwise it would be a matter of doing some research for who is so equipped to do such diagnosis.