Do a search on "Final Stage Resistor" and pick one up (~$50 ish) and replace it yourself. I assume you have an E39? If it is still under warranty, the dealer should cover it for you...mine was replaced once.

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2001 530i/5 (E39), Topaz Blue/Stone Green/Black (97k miles)
2005 545i/SMG (E60), ED Order, Titanium Grey/Grey (lease transferred...no longer have)