I really appreciate your help. Yes, I have also tried using Qsilver method without success. The computer does not shows any bluetooth or phone devices. I will try the method you linked from youtube.

In the youtube video, the guy mentioned the "pairing button". Is the Sneezing man the paring button?

Is it in the console area as it appears in the video?

I do not see a pairing button. On the console, all that I see is the Hazard and Door Luck/U lock button. On the steering wheel, I have the Sneezing man and R/T button. No Telephone button on the steering. Rather, the Telephone button is on the Navi unit

Here is another YouTube video that shows a different method. It looks like it is from BMW.
Bluetooth Pairing for the BMW 3 Series, X3, X5, Z4 - YouTube

I also saw that video as well. No Go

Did you check inside the console? Did the X5 come with an onboard phone by chance?

If we haven't made any progress after new attempts at all suggestions, it may be time to surrender and take it to the dealer, even if you didn't buy it there. Your service manager from past BMWs should either pair it for you or get someone that can, and also verify that the bluetooth feature is working or not without sending back to repair. If bluetooth is broken, aftermarket options that you might consider will cost less than a new one. Used modules are available on eBay for around $200. Aftermarket will also provides sat. radio and USB connection for other accessories.

Here is one OEM example on eBay.
BMW Bluetooth Telematics Control Unit 2000 2006 E46 x5 x3 Z4 Used | eBay

Once again, thank you for your help and input. I guess the WHITE came out and I will be bring the x to see my service advisor.

The r/t button is to switch from cd to radio. The man sneezing is how you answer the phone when it is paired.