These gaskets should be replaced every time that you adjust your valves. You should also put a little gasket sealer on the inside of the cover where the gasket mounts to the cover. This should prevent the oil leaks that sometimes occur when there isn't a really good seal.
Valve Cover Gasket Set
X3 2.5i Sport Utility (2004-05) X3 3.0i Sport Utility (2004-06)