One problem related to check engine light on has been reported for the 2002 BMW 325. The most recently reported issues are listed below.
Periodically, my car will be running fine and then all of a sudden the check engine light comes on and it starts to shake and when you push the gas it feels like it is going to cut off. Usually it will "fix" itself by the time I get to the dealer. But even when it doesn't, they don't find anything wrong. It's been months since the BMW repair guys said nothing was wrong and "reset" the engine. However it's doing it again and I'm fearful that my car is going to shut down on me on a busy freeway and it's less than a year old and only has a little over 20,000 miles!.