BMW 2003 325. When I derive a car for about 30 min

Since there are various different warning lights exactly which warning light is appearing after 20 minutes?

If it is the oil service warning light that is appearing then that has to be reset manually when the oil service is done.

Hi,I have same vehicle myself and I work at the Bmw dealer.
Officially the 3.0D takes 7 litres when you also change the filter.0fficially but in practise its a bit less as,some of the old oil will always be left behind.
Buy 2x 4 litre containers of 5w 30 or 0w40 ,pour in 6.5 litres ,start the engine and stopped it and wait 5 mins for the oil to drain to sump and check level.You will find that the dipstick is on the MIN mark and you just fill it up until slightly over the MED mark.
DONT overfill...best to run it on MIN than overfilled.

Possible causes of the oil light coming on are -
low oil pressure
dirt in the passage behind the oil pressure switch
a faulty oil pressure switch.
Most people either replace the switch or have the oil pressure checked with a mechanical gauge.

well sometimes it depends what kind of oil you use or it might be the battery

You can fiddle with thiis and check oil pressures but best is sump off, thorough clean, teardown the pump thoroughly clean it and pickup and replace it if any wear or the pressure releif spring is weak.You have given no mileage and no information on the oil used nor whether in a really hot area or 'where'?..there are several considerations ranging even into worn bearings...Of course with acceleration motor speed increases oil pressure...that's why light goes out (unlikely but possible the sender unit is faulty...but try replacement of that first if you want...) It doesn't take a lot of pump wear to cavitiate and drop oil pressures.

no tools needed... please go here to watch how to
http://www.youtube.com/watch?v=38QUj625SoM

did you check the oil ?
-if oil level is low the the oil light will turn On.
-the oil pressure switch loose connection or Bad ,the oil will turn ON.
-Bad oil pump, oil will turn ON.

use a 5/30 synthetic oil..its good for winter and summer.

this is a very common issue with any of the bmws with n52 and n52k engine,as long as oil level is ok and is being changed regularly than than a "blleding proceedure" may solve this problem, when the engine has been running long enough that it is hot run the engine at idle to 4500 rpm for 10 to 12 min to start, if is still present after this attempt again.It has been said that this could take up to 30 min at longest.The reason for the ticking noise is a very tiny air gap in the hva and or lifters, try this and if does not work than the lifters should be replaced, although this noise doesnt really hinder the performance it does take away from driving such a nice car and having a loud noise come from the engine, good luck

Your car holds almost 8 quarts of oil and it doesn't need changing untill you drive 8,000 to 15,000 miles