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.
2001 530i/5 (E39), Topaz Blue/Stone Green/Black (sold) *very rare interior/exterior color combo*
2005 545i/SMG (E60), ED Order, Titanium Grey/Grey (lease over)
2014 335i/8-spd, Mineral Grey/Black (lease take over)