Here are some instructions that i put together for the X drive transfer case, front and rear diff case fluid change on a 2004 X3..and i am pretty sure this would be useful for any of the 'X' cars directions are pretty general and assumes that the DIYer have some basic knowledge of tools etc etc. hope this is useful for others http://webpages.charter.net/vodkag/temp/xdrive.pdf
Nice DIY Instructions! Make Sure, though, to check your owners manual or repair manual and see what the intervals for change are for your specific model. If I'm not mistaken.. most X models call for a diff. fluid change every 100K mi... but it certainly depends on the amount of driving you do, driving conditions, leaks, etc etc. Most newer fluid is formulated to last a LONG time so don't change it if it doesn't need it! Good Luck!