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Q: gear light next to the gear indicator light illuminates on 2001 BMW 325i

A red gear symbol indicating transmission problem comes on next to the gear select light. The manual says to shut off the engine, restart and the problem goes away. It has only happened twice in the last 2000 miles and only during long drives. It doesn't say anything more in the manual and I don't know if I need to change the filter or what?
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