im assuming you have an auto, if not just let me know and i'll post the answer for the manual as well. First off no it does not have to go to the dealer, it really simple, if you have the means to raise and support the vehicle.
1. raise and support
2. place drain pan under tranny
3. remove tranny check fill plug and allow fluid to drain
5. support tranny oil pan
6. remove tranny oil pan bolts
7. loosely reinstall fluid check/fill plug
8. lightly tap oil pan with a rubber mallet or pry GENTLY in order to loosen the pan
9. remove tranny pan
10. drain remaining fluid from oil pan
**** important note****** note the position of the filter before removal to aid in installation,
11. grasp firmly while pulling down with a twisting motion in order to remove filter
12. remove the filter seal. *** the seal may be stuck in the pump, if necessary carefully use pliers to remove seal
13. discard seal ( no it can tbe reuse )
14. inspect the tranny fluid and tranny filter for evidance of metal ( there should be none)
15. clean oil pan gasket mating surface
1. coat the new seal with tranny fluid and install in tranny case ( gently tap the seal into the case with a suitable size socket)
2. install new filter into position noted earlier during removal
3. inspect pan bolts to determin if the conical washers are reversed ( if they are replace them)
4. install new gasket on th epan sealing surface
5. position the pan to the tranny case and support
6. install the bolts, losely install all bolts prior to tightening. then tighten bolts alternately and evenly to 11 N.m (97 lb in)
7. remove fliud check /fill plug.
8. fill tranny with DEXRON-III auto tranny fluid until fluid begins to pour out, then install check fill plug
9. tighten check/fill plug to 30 N.m (22 lb ft)
10. inspect pan gasket for leaks.
There you go i'm also attaching the pictures to show the graphical representation
I hereby remit my "Thanks" that I received (wrongfully) and turn them over, greatly embarassed, to the bmwdiver. [sm=bustedsign.gif] I admit ... I had taken the thanks and was planning on running off to Mexico with them in hopes of never having to share. I'm so ashamed.