Check to see if there is a siren under the hood of your car. Mine is located behind the headlights on the passenger side. There is also a red light on the console, beside the cigarette lighter. I believe the keyless entry was optional. Try calling a BMW dealer and giving them your VIN number. They should be able to tell you what options the car had when new.
1995 325I, window tint, K&N, debaffled airbox, BMW #104 wheels, Nighthawk low beams, smoked side markers, smoked corners, smoked taillights, M3 stlye heated mirrors, various interior bits, Bosal cat-back.