The 2000-2006 BMW X5 models were the first generation (E53) of BMW's sport crossover years. The X5 was first released in 1999 for the 2000 model year and featured all-wheel-drive with either an automatic or manual transmission.
It is likely your heat control valve located in your engine bay, look for the hoses that enter your fire wall, then follow them and you will see the control valve, simple to replace.