^^Yup, that is why I bought an oil filter cap tool from Hazet. I think Leslie tools(sold at Sears, Harbor Frieght or AutoZone and the like) also makes one. As well as you can buy one from any BMW dealer. See my post #6 bellow...
Oil filter cap tool - Hazet #2169-6
http://www.1addicts.com/forums/showthread.php?t=391421
Here is also a great writeup JimD made... I posted my 135i oil change pics in his DIY thread.
First Oil Change on my 128i Convertible
http://www.1addicts.com/forums/showthread.php?t=301440