Today's synthetic oils are designed to last much longer than just a few thousand miles. The idea of changing your oil every 3,000 miles is a holdover from using traditional non-synthetics back in the day. Research has shown that synthetic oils offer MORE protection after several thousand miles so changing oil too frequently can actually have the opposite effect you intend. This topic of "what type of oil" and "how often should I change it" is discussed at length in nearly every BMW forum I've been on back to the E46. Bottom line, stick to the oil and intervals recommended.
http://www.edmunds.com/car-care/stop...-your-oil.html
And for a lot of detailed oil information, here is a great resource:
http://www.bobistheoilguy.com/