2002 BMW 525i

Check engine light on. Two trips to dealer and they can`t fix or tell me why it is on.

This shouldn’t be that difficult. Try asking around, friends, family, coworkers, etc. to find a good independent shop in your area, or check out the Mechan-x-files on this web site to find a good mechanic, or go to a parts store like autozone or advance auto and get the codes scanned and repost. We can at least point you in the right direction with that relevant information. Why in the world can’t a BMW dealership shed any light on a MIL diagnosis???

That CEL (check engine light) is just a kid in class waving her hand trying to get you attention because she has the answer. You need to have the codes read. Some places will read them for FREE. Try Autozone or Advanced Auto Parts. Get the exact code (like P0123) not just their translation into English and post it back here. 

Regarding warning lights:

  1. if the coolant temp light comes on, shut off the engine ASAP

  2. if the oil warning light comes on, shut off the engine ASAP

  3. if a FLASHING MIL/CEL comes on, shut off the engine ASAP

    ASAP means driving to the berm of the highway right now and not waiting for the next exit.

But if the MIL/CEL is not flashing, then it’s not an urgent indicator.