I recently had one of the sensors replaced. I read all the threads on this but was unsure as I had no stalling, only constant "Service Engine Soon" light. I followed another poster's advice and went to AutoZone. They checked the codes in about 2 minutes for free. There are apparently a few codes that mean you need to change the sensor.
Anyway, I planned to do it myself but found out I had a few more miles on my warranty.
I would buy a manual and do it myself. Also, there are a few DIY postings around; like BMWTips.com
Hope that helps.