When I bought my 2002 530i sport in July I had the car serviced in Asheville, NC (where purchased) before I drove the 350 miles home. The indy used Kendall GT-1 5w-30, which also meets the LL-01 spec requirements. My local auto zone does not list the Euro Castrol but does list the Kendall Gt-1, although it is a special order.
Right now my next change will be with Mobil 1 0w-40 as I have already purchased the oil and Mann filter. May look into the GT-1 later. I will do the changes myself.