I have a set of tail lights & Tail gate lights on ebay right now. These are the OEM lights from a 2002. They worked perfect when removed, never had an issue with them. Might be a quick and easy fix for most of you having the problem.

BMW X5 01 02 03 Tail Lights OEM Left & Right:eBay Motors (item 180376481411 end time Jul-08-09 16:49:27 PDT)

BMW X5 01 02 03 tailgate tail lights OEM Left & Right:eBay Motors (item 180376481459 end time Jul-08-09 16:49:40 PDT)