that you get the fluid changed. I would not do this if yourself unless you are 100 confident and know what you are doing. There is no dipstick on these cars so it can be a bit tricky. I got it done by a specialist and it was not expensive, around £80. BMW dealers are not much more.
As for the whining in first this is a charcteristic of these autos unfortunatley. It shouldn't be too loud but should disappear when the car shifts to second.
Are you UK or Ireland?
Don
95 520iA