What happens when you lock the car with the mechanical key in the drivers door? Does it act the same? Do you have an aftermarket stereo, different speakers? Has the door pannels ever been apart?
I think you really just need to bite the bullet and go see the pro's at a dealer. For all the bad things people say about dealers (stealers) in cases like this they will know whats wrong and save you money in the repair from say a indi shop.
Lets see... it could be one of your $400 remote keys. One of the actuators in the doors, more $$$. Or even a broken wire in door's wiring harness. Things like this happen and no one here can diagnose your car via the web. Just my two cents.
It will probably cost you an hour or two's labor to pay a BMW tech to trouble shoot what is wrong. Then you will know what is defective and what it will cost to repair. So you are looking at least $230 to start.