DONT PULL THE BATTERY NO NO NO!!! i did that to mine and it locks up the radio! Unless you have the anti theft key your radio is now useless! Be sure you have the key. If you dont go to the dealership and they can give it to you. Then you can reset your battery and that might fix the problem but i doubt it. The problem your having is because the stock bmw anti theft radio puts on a alarm if any buttons are touched when the key is out of the car, it turns off when you put the key in... as to why its turning on when the cars on i dont know... maybe a bad connection somewhere.
<span style='font-family:Geneva'><span style='font-size:14pt;line-height:100%'><span style='color:red'>Fox</span></span> <span style='color:gray'>the Pirate</span>
Diplomacy is saying "nice doggy" until you find a rock.</span>
I live my life one quarter mile at a time, and for those 23 or more seconds I'm free.