This actually happened to me this morning when it was 10 degrees out. Does your steering wheel feel really stiff too? I have a 2007 328xi with 83k miles. After my car gets going it gets better, sometimes I can still feel it there though. Not really sure what's wrong with it but I would like to know as well. Checked the steering fluid also. I notice this happens more often when I am around half a tank of gas. The last time this happened I was under half a tank of gas and when I went to fill up with 93 Shell it went away.
