Yes, it does shake the car a little bit.
I think that is normal for any DCT or Sequential Manual Gearbox.
My F430 does the exact same thing, so does my M3.
No worries unless the jerk is extremely violent, if it is a light thud and you can hear the change of the gear.. that is just the normal process the car goes through while changing gears. Remember, as much as M3 DCT drives like an automatic when put on D, it is not... ultimately it is still a manual car.