Any idea on squeaky noise?

[UTMDACC]

Hi, everybody, how are you? I have a question hope that you can give me some idea. Recently, when I start my 2002 530i at the morning and shifted in reverse gear, there is squeaky noise from the engine compartment, when I shift the gear back to park, it is gone. Or if I let the car idle for a minute before shifting, it has no noise. It usually happens when the outside temp is low, when it is warm, it is fine. I suspect that it may a pump or the gear box problem.

Help me out please.

Many thanks
:)