Moved the E46 section.
simez, welcome to werkz. In order to change the sensitivity on the car's alarm, you will have to -- don't hate me -- go to the dealership. Most independent shops do not own the programming tools for these systems because the tools are too expensive, and there is little business to be done reprogramming alarms.
Maybe somebody else will chime in with a workaround, but this is one thing that I believe demands biting the bullet and going to the dealership.
Best of luck.
Please let us know how everything goes.