I have been maintaining my car myself using the BMW Maintence Checklist SD92-238 1/03 (Which is a copy of the BMW of North America, LLC 2003 Models (except X5)) it covers e85, e46 e39 and e52 models including M models).
It is basically just a check list for the mechanic as he goes through the Service Inspection at the dealership and it specifies the various requirements at Inspection 1,2 and time intervals.
The link is a generic Format from 2001 does not mention the gearbox oil change and not the copy I have but it gives the idea.
On the copy I have it states that "BMW Automatic Transmission Service; Change ATF at intervals of 100,000 mi"
Did the Americans have different gearboxes?
(will scan my copy tomorrow)