Go Ahead and Change the Fluid
I assume you are talking automatic tranny.
I'd go one step further. If the fluid has never been changed, CHANGE it. Its the life blood of that unit and key to it lasting 250,000 miles. There is no such thing as life time fluid even though its labled such on the unit. I believe BMW has stopped this because small leaks eventually take the fluid down to a level where it causes problems and wear and unless you put the car on a lift you the owner have no easy way of checking, eg a dip stick under the hood.
Get the OEM kit consisting of filter, forward and rear pan gasket and new bolts, easy online item or Bav Auto. The car is 9 years old and most likely has 100,000 miles on it. Changing the oil will be a little messy but not to bad if you take your time. The main issue comes when filling the forward pan with oil while it is still off the vehicle and trying to hold it level while reinstalling it. Do not over torque the bolts, find the recommended torque values in a shop manual. The entire process can be found on several E36 DIY sites.
The next hard part is filling the rear pan. You have to have a pump to pump in into the fill hole. The shop manual will tell you exactly how much it holds.
Make certain to use the correct type of AT fluid but definitely use syn, Amsoil or Mobil are top shelf.
Make certain there are no leaks, either front or rear seal or the trans cooling lines are sites to check.
This entire process is make easier if you can jack up the entire car and block it up about a foot. Make sure its LEVEL!
2004 Lexus GX470
1989 Ford F250