Ricardo… Tischer BMW has oil change kits that include free shipping.
http://www.getbmwparts.com/partlocator/index.cfm?action=MorePartInfo&PartID=753695&siteid=214672&catalogid=4462
You can also try Winchester Auto in the South Bay. I may have seen it there… they carry the stuff others don’t, including BMW coolant. Call up and ask – very helpful staff. Locally, that’s my first stop over the big chains.
Other than a dealer or BMW indpendent, you are probably better off buying parts online. My favorites are: oembimmerparts.com, autohausaz.com, and pelicanparts.com. Tischer is also good for BMW OEM parts, but they are on the East Coast and the others are closer – faster arrival.