Yeah, my light is only on when I push the button on the center console panel, so that may be while yours comes on. If it comes on when you start the car and then goes right out, I believe thats normal, as in it just lights up with the rest of the display for a few seconds then goes out.
I'm still not too sure on how this works or what it does, but I do know that this past January when we had real bad icy conditions this would always kick in when I seemed to go over a sheet of ice. The book says to disable it whenm ever driving on like roads made up of loose gravel, by pushing the button, thus causing the light on the dash display to come on. So, maybe you've diabled it by pushing the button by accident. If you need manuals for your cars, you could try Circle BMW's website, they seem to have a steady supply of them.