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What you are describing is an likely an internal problem with the transmission. The throwout bearing has nothing to do with it, that is a silly suggestion.
Assuming you are making sure you are completely engaged in gear and it is not a user error..... I would recommend changing the transmission fluid as it is cheap to do. I had a ZF320 5MT in an E39 528i that would do it -every-single-time- if you didn't hold it in 1st. I drained the trans, flushed it out and refilled with RP Syncromax. Shifted slick as snot after, never had a problem again.
Engine and transmission mounts sagged causing the linkage to not positively engage a gear is also a possability.
If that does not resolve the problem the next course of repair is a replacement transmission. Internal parts are not especially available and dealer techs aren't going to want anything to do with splitting the case open anyway.
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