Hello Rick. I believe you have a first gen R53 correct? Just want to make sure we're talking about that automatic transmission. Did you follow the directions in our tech article for the automatic fluid change? You drained the fluid with the vehicle up to spec temp correct? It's important to remember that fluid temperature is key here. If the tranny is not between 95 and 113 deg. F, the fluid will not drain completely. You'll need around 6 quarts to fill the transmission completely.
Read over the instructions here:
MINI Cooper Automatic Transmission Fluid Change (R50/R52/R53 2001-2006) | Pelican Parts DIY Maintenance Article
If needed:
Auto Transmission Filter
http://www.pelicanparts.com/catalog/SuperCat/6319/MIN_6319_TRAUTO_pg1.htm#item3
Auto Transmission Fluid
http://www.pelicanparts.com/catalog/SuperCat/6319/MIN_6319_TRAUTO_pg1.htm#item0