Missing Gears

[Stumpy]

Ok, so I'm trying to find the right solution to a problem I'm encountering, which I'm guessing (hoping) you've experienced before...

I've had a warning light appear (a yellow cog) on the dash. Manual says simply visit a BMW garage to investigate.

The problem manifested itself following a spirited B-road blast, and a number of gears started disappearing, i.e. gears 3 and 5 would select, but 4 didn't wanna know. This got worse as I nursed the car home, and I was left with 1 and 5 (+ R).

Some research I've seen says replacing the salmon relay can cure the ills.

Did this today, and seemed ok for a while, but the problem has returned again, with gears 3 and 4 gone by by.

Any comments (other than you've bought a pup) welcomed...

Trip to a dealer/specialist for some diagnostics? GB FUBAR'd ? Electronc gremlins that just need clearing through the diagnostics?

HELP !