If you plan on keeping the car for a while, then replace your automatic transmission fluid/filter and since you are having that done have the differential fluid replaced also. Do it again at 70K.
Even at 40K, you will notice a improvement in its shifting and you will get all the transmission killing (not joking) dirt out of the tranny.
Scanning the other BMW boards, I find that if you do the 'lifetime' fill sequence, your automatic transmission will die anytime around 80K and 120K and at about $5000 to replace, changing it now is great insurance.
I bought my Zed when it had 45K on it. I replaced both the AT and differential fluids at 50K and will do it again at 75K.