I had a similar issue. After resetting the transmission (turn carkey to position 2 for 10 seconds, then off for 10 seconds, then start the car), it became much smoother.

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X5 Newbie Initiation Ritual

1) STFU... school is in session
2) RTFM
3) Read xoutpost.com with a fine-toothed comb. It has the answers to ALL the X5 questions you never asked!
4) STFA
5) Train the padawan newbies
6) Learn what NWS means in da 'fugee lounge