As tooslick suggested, get the cross reference data from Redline on their recommended replacement fluid. They have made incorrect recommendations before regarding BMW ATF.
If you're using a ZF built automatic transmission then there are substitutes for the Shell fluid. The ATF is a semi-synthetic, BMW P/N 8 322 940 7765, and is sold in 25 liter containers. It is considered a "lifetime" fill. However, if you just need to top off your transmission you can use a rather common "Pennzoil Multi-vehicle ATF". It specifically meets the BMW specification, along with numerous other requirements. It also meets the ESSO LT71141 requirement specified by the E36 M3, E38 740/750, and E39 540i.
I'm sure that there are others but this is the only one i'm familiar with. It beats having to buy the 25 liter container - especially when the refill quantity of your transmission is only 8 liters.