It's the front right dipped light - i.e. the side lights work and the main-beam works, it's the mid-range one that's gone on that side.
What I guess would be really good is (a) a good online store where I can buy the bulb at a reasonable price and (B) a pointer to a tutorial or similar with step-by-step instructions for changing it.
By the way, a bit of background on me - after around 10 years of deliberating whether it was worth the money or not, a few weeks ago I finally plucked up the courage to buy my first BMW - and I am thrilled with it
...why I waited so long I'll never know, but I think I'm hooked for life already...
(note: front right means nearside for me as it's a French car)