What year, model, etc. Under warranty?
The first thing I would no for any electrical thing like this is to disconnect the battery for 10 minutes. You'll have to reset your radio presets probably, but it's a cheap way to reset the computer to default.
I had a crazy dash light that kept coming on telling me that my passenger side rear light was bad. I replaced every damn bulb and it still came on sparatically. Finally, I took the cluster out and looked at the wiring harness and found that there was some corrosion on the number 3 connetcor. Cleaned it off with a little screwdriver and the warning light hasn't come on since. I'm no expert in electronics, but start with the simple things and try to isolate the problem yourself.
Obviously, if the car's under warranty, then I'd have the dealer fix it for free.
2002 BMW 325i